-39.3%
FND vs CAPR
+48.7%
-88.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | -5.2% | -2.0% | -3.2% | -5.2% |
| 30D | -19.9% | +139.2% | -159.1% | -20.4% |
| 3M | +2.7% | -66.4% | +69.1% | +3.1% |
| 6M | -21.7% | -63.1% | +41.5% | -21.5% |
| YTD | -17.5% | -67.4% | +49.9% | -17.3% |
| 1Y | -39.3% | +58.2% | -97.5% | -42.7% |
| All | -39.3% | +48.7% | -88.0% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling