+49.5%
FND vs CAPR
-72.0%
+121.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -4.5% |
| 7D | +0.4% | -9.5% | +9.9% | +0.6% |
| 30D | -23.6% | +121.5% | -145.1% | -25.4% |
| 3M | +4.3% | -65.4% | +69.7% | +5.2% |
| 6M | -20.3% | -67.5% | +47.2% | -19.6% |
| YTD | -21.3% | -68.6% | +47.3% | -20.7% |
| 1Y | -45.4% | +42.7% | -88.0% | -50.3% |
| 3Y | -48.9% | +43.4% | -92.2% | -55.7% |
| 5Y | -61.0% | +86.0% | -147.1% | -67.1% |
| All | +49.5% | -72.0% | +121.5% | +16.8% |
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