+2,143.4%
FN vs INDA
+115.1%
+2,028.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.1% |
| 30D | -22.0% | -0.8% | -21.2% | -21.6% |
| 3M | -43.0% | +3.9% | -46.9% | -44.2% |
| 6M | -27.7% | -0.7% | -27.0% | -27.2% |
| YTD | -10.5% | -7.7% | -2.9% | -6.1% |
| 1Y | +12.5% | -5.1% | +17.6% | +16.4% |
| 3Y | +153.8% | +13.6% | +140.2% | +137.8% |
| 5Y | +288.0% | +7.8% | +280.2% | +275.7% |
| 10Y | +906.4% | +84.6% | +821.8% | +629.2% |
| All | +2,143.4% | +115.1% | +2,028.2% | +1,355.3% |
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 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