+826.4%
FN vs INDA
+104.1%
+722.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.8% | +11.2% |
| 7D | +16.3% | +6.1% | +10.2% | +12.0% |
| 30D | -24.7% | +11.7% | -36.4% | -30.1% |
| 3M | -34.9% | +2.1% | -37.0% | -35.9% |
| 6M | -41.1% | +3.2% | -44.2% | -42.3% |
| YTD | -19.6% | -4.9% | -14.7% | -17.1% |
| 1Y | -18.5% | -4.4% | -14.2% | -16.1% |
| 3Y | +119.1% | +17.6% | +101.5% | +99.0% |
| 5Y | +206.9% | +9.9% | +197.1% | +190.5% |
| 10Y | +826.4% | +102.7% | +723.7% | +617.7% |
| All | +826.4% | +104.1% | +722.4% | +617.7% |
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