+820.2%
FN vs FND
+69.4%
+750.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.1% | +11.8% |
| 7D | 0.0% | +7.7% | -7.7% | -2.4% |
| 30D | -34.3% | +11.9% | -46.2% | -36.8% |
| 3M | -39.9% | -14.6% | -25.3% | -37.9% |
| 6M | -51.8% | +0.5% | -52.3% | -53.3% |
| YTD | -28.1% | -15.8% | -12.3% | -27.5% |
| 1Y | -29.1% | -12.9% | -16.1% | -29.2% |
| 3Y | +102.4% | -34.2% | +136.6% | +112.6% |
| 5Y | +171.7% | -61.6% | +233.2% | +213.9% |
| All | +820.2% | +69.4% | +750.8% | +680.6% |
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