+724.1%
FN vs FND
+70.1%
+654.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.6% | -10.6% | -13.3% |
| 7D | -16.0% | +2.2% | -18.2% | -16.7% |
| 30D | -40.1% | +9.6% | -49.7% | -42.0% |
| 3M | -43.9% | -17.9% | -26.0% | -41.4% |
| 6M | -55.6% | +6.6% | -62.2% | -57.7% |
| YTD | -35.7% | -15.5% | -20.2% | -35.1% |
| 1Y | -39.8% | -16.2% | -23.6% | -39.2% |
| 3Y | +80.3% | -36.3% | +116.5% | +91.0% |
| 5Y | +143.3% | -61.4% | +204.7% | +180.8% |
| All | +724.1% | +70.1% | +654.0% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling