+49.5%
FND vs BR
+184.4%
-134.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -2.9% |
| 7D | +0.4% | -5.9% | +6.3% | +4.6% |
| 30D | -23.6% | +1.9% | -25.5% | -24.9% |
| 3M | +4.3% | +14.7% | -10.3% | -6.2% |
| 6M | -20.3% | -12.8% | -7.5% | -13.6% |
| YTD | -21.3% | -23.0% | +1.7% | -7.6% |
| 1Y | -45.4% | -31.7% | -13.7% | -29.8% |
| 3Y | -48.9% | -4.8% | -44.1% | -50.1% |
| 5Y | -61.0% | +7.8% | -68.9% | -65.8% |
| All | +49.5% | +184.4% | -134.8% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling