+693.0%
FN vs INDA
+115.4%
+577.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | +0.3% | +1.1% | -0.8% | -0.4% |
| 30D | -16.5% | +9.4% | -25.9% | -21.4% |
| 3M | -42.1% | +2.9% | -45.0% | -43.3% |
| 6M | -52.9% | +7.2% | -60.1% | -55.0% |
| YTD | -28.0% | -4.8% | -23.2% | -25.7% |
| 1Y | -18.5% | -5.1% | -13.4% | -15.7% |
| 3Y | +93.9% | +16.7% | +77.2% | +76.6% |
| 5Y | +170.5% | +8.8% | +161.7% | +157.0% |
| All | +693.0% | +115.4% | +577.6% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling