-46.9%
FND vs ADVB
-88.8%
+41.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -4.7% |
| 7D | +0.4% | -14.0% | +14.4% | 0.0% |
| 30D | -23.6% | +41.0% | -64.5% | -22.8% |
| 3M | +4.3% | +127.9% | -123.6% | +6.9% |
| 6M | -20.3% | +101.3% | -121.6% | -18.0% |
| YTD | -21.3% | +53.8% | -75.1% | -18.7% |
| 1Y | -45.4% | +4.4% | -49.8% | -43.4% |
| All | -46.9% | -88.8% | +41.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling