-59.9%
FND vs ARWR
+28.5%
-88.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.2% | +1.7% | -6.9% | -5.6% |
| 30D | -19.9% | -0.7% | -19.2% | -19.8% |
| 3M | +2.7% | +14.9% | -12.2% | -1.7% |
| 6M | -21.7% | +32.6% | -54.3% | -28.2% |
| YTD | -17.5% | +30.0% | -47.6% | -24.4% |
| 1Y | -39.3% | +208.4% | -247.7% | -56.4% |
| 3Y | -49.8% | +208.8% | -258.6% | -68.2% |
| All | -59.9% | +28.5% | -88.4% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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