+289.3%
FN vs INDA
+8.8%
+280.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.4% |
| 30D | -22.0% | -0.8% | -21.2% | -21.3% |
| 3M | -43.0% | +3.9% | -46.9% | -45.0% |
| 6M | -27.7% | -0.7% | -27.0% | -27.1% |
| YTD | -10.5% | -7.7% | -2.9% | -3.4% |
| 1Y | +12.5% | -5.1% | +17.6% | +18.5% |
| 3Y | +153.8% | +13.6% | +140.2% | +118.7% |
| All | +289.3% | +8.8% | +280.5% | +245.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling