-62.0%
FND vs CAPR
+142.6%
-204.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.5% |
| 7D | +7.7% | +41.1% | -33.4% | +7.0% |
| 30D | +11.9% | +11.1% | +0.7% | +11.6% |
| 3M | -14.6% | +115.3% | -129.9% | -16.0% |
| 6M | +0.5% | -73.8% | +74.3% | +1.5% |
| YTD | -15.8% | -68.8% | +53.0% | -15.4% |
| 1Y | -12.9% | +43.3% | -56.2% | -19.1% |
| 3Y | -34.2% | +214.7% | -248.8% | -49.1% |
| All | -62.0% | +142.6% | -204.6% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling