+1,046.0%
FN vs FND
+66.0%
+979.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.7% |
| 7D | -1.7% | -5.2% | +3.5% | -0.3% |
| 30D | -22.0% | -19.9% | -2.1% | -17.3% |
| 3M | -43.0% | +2.7% | -45.7% | -44.3% |
| 6M | -27.7% | -21.7% | -6.1% | -24.1% |
| YTD | -10.5% | -17.5% | +7.0% | -8.3% |
| 1Y | +12.5% | -39.3% | +51.8% | +25.5% |
| 3Y | +153.8% | -49.8% | +203.6% | +189.3% |
| 5Y | +288.0% | -60.1% | +348.1% | +347.0% |
| All | +1,046.0% | +66.0% | +979.9% | +886.8% |
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