+1,701.4%
FN vs INDA
+119.4%
+1,582.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +9.9% | +10.6% |
| 7D | 0.0% | +6.6% | -6.7% | -3.8% |
| 30D | -34.3% | +10.4% | -44.7% | -38.2% |
| 3M | -39.9% | +1.5% | -41.4% | -40.5% |
| 6M | -51.8% | +1.7% | -53.5% | -52.4% |
| YTD | -28.1% | -5.8% | -22.3% | -25.6% |
| 1Y | -29.1% | -5.1% | -24.0% | -26.8% |
| 3Y | +102.4% | +16.0% | +86.4% | +86.9% |
| 5Y | +171.7% | +9.3% | +162.4% | +160.1% |
| 10Y | +773.5% | +102.1% | +671.4% | +502.4% |
| All | +1,701.4% | +119.4% | +1,582.0% | +1,052.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling