+195.1%
FN vs FND
-61.3%
+256.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.2% | -3.8% |
| 7D | -4.1% | +6.8% | -10.9% | -5.9% |
| 30D | -28.3% | +13.1% | -41.4% | -31.2% |
| 3M | -33.9% | -13.1% | -20.8% | -31.7% |
| 6M | -43.9% | -0.6% | -43.3% | -45.4% |
| YTD | -23.4% | -15.5% | -7.9% | -22.5% |
| 1Y | -25.4% | -13.7% | -11.7% | -25.2% |
| 3Y | +107.9% | -35.0% | +142.9% | +119.2% |
| 5Y | +195.1% | -60.1% | +255.1% | +246.7% |
| All | +195.1% | -61.3% | +256.4% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling