+118.1%
FN vs INDA
+17.1%
+101.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +6.1% |
| 7D | +8.0% | +3.1% | +4.9% | +5.4% |
| 30D | -19.1% | +11.3% | -30.4% | -26.5% |
| 3M | -29.8% | +3.0% | -32.8% | -31.5% |
| 6M | -43.2% | +6.5% | -49.7% | -46.1% |
| YTD | -18.9% | -4.6% | -14.4% | -15.9% |
| 1Y | -17.9% | -5.8% | -12.1% | -13.7% |
| All | +118.1% | +17.1% | +101.0% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling