+48.5%
FND vs BG
+109.1%
-60.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | -19.6% | +10.3% | -29.9% | -22.8% |
| 3M | -4.3% | -1.9% | -2.4% | -4.8% |
| 6M | -20.4% | +5.2% | -25.7% | -23.7% |
| YTD | -21.9% | +41.2% | -63.0% | -33.7% |
| 1Y | -45.2% | +50.5% | -95.7% | -54.9% |
| 3Y | -49.2% | +19.9% | -69.1% | -55.2% |
| 5Y | -61.8% | +86.7% | -148.5% | -74.4% |
| All | +48.5% | +109.1% | -60.7% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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