-45.2%
FND vs CAPR
+35.4%
-80.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.7% |
| 7D | -0.8% | -12.6% | +11.9% | -0.7% |
| 30D | -19.6% | +124.4% | -144.0% | -20.0% |
| 3M | -4.3% | -66.8% | +62.4% | -4.0% |
| 6M | -20.4% | -71.8% | +51.3% | -20.1% |
| YTD | -21.9% | -70.1% | +48.2% | -21.6% |
| 1Y | -45.2% | +33.3% | -78.5% | -46.9% |
| All | -45.2% | +35.4% | -80.6% | -46.9% |
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