-40.4%
FND vs CAPR
+239.1%
-279.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.7% | -2.1% |
| 7D | -6.8% | +5.9% | -12.7% | -6.9% |
| 30D | +8.0% | +44.6% | -36.6% | +7.4% |
| 3M | -18.9% | +126.4% | -145.3% | -20.0% |
| 6M | +4.7% | -68.6% | +73.3% | +5.2% |
| YTD | -21.6% | -67.0% | +45.4% | -21.4% |
| 1Y | -22.0% | +65.2% | -87.2% | -26.3% |
| 3Y | -40.4% | +235.6% | -276.0% | -53.9% |
| All | -40.4% | +239.1% | -279.6% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling