+66.4%
FND vs CAPR
-69.5%
+135.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.4% | +3.8% |
| 7D | +8.5% | +36.0% | -27.5% | +7.7% |
| 30D | +17.2% | +25.8% | -8.6% | +16.5% |
| 3M | -14.9% | +140.8% | -155.8% | -17.2% |
| 6M | +3.1% | -67.6% | +70.7% | +4.0% |
| YTD | -12.4% | -65.9% | +53.5% | -12.0% |
| 1Y | -10.0% | +66.1% | -76.1% | -18.4% |
| 3Y | -31.3% | +256.9% | -288.2% | -42.2% |
| 5Y | -60.3% | +172.1% | -232.4% | -66.9% |
| All | +66.4% | -69.5% | +135.9% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling