-62.7%
FND vs BR
+8.0%
-70.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -5.8% | -3.0% | -2.8% | -3.8% |
| 30D | -20.2% | -0.3% | -19.9% | -20.2% |
| 3M | -12.0% | +17.3% | -29.3% | -22.0% |
| 6M | -18.5% | -6.7% | -11.8% | -15.5% |
| YTD | -22.3% | -23.4% | +1.2% | -7.0% |
| 1Y | -47.6% | -32.7% | -15.0% | -30.4% |
| 3Y | -49.8% | -5.9% | -43.8% | -51.7% |
| All | -62.7% | +8.0% | -70.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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