-22.7%
FND vs CAPR
+65.7%
-88.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.7% | +4.4% | -4.3% |
| 7D | -5.1% | +19.1% | -24.2% | -5.3% |
| 30D | +9.2% | +48.8% | -39.6% | +8.8% |
| 3M | -17.7% | +144.4% | -162.1% | -18.3% |
| 6M | +2.5% | -67.5% | +70.0% | +2.8% |
| YTD | -19.8% | -64.5% | +44.7% | -19.7% |
| 1Y | -22.7% | +74.4% | -97.1% | -25.0% |
| All | -22.7% | +65.7% | -88.4% | -25.0% |
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