+56.7%
FND vs CAPR
-70.9%
+127.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | -5.2% | -2.0% | -3.2% | -5.2% |
| 30D | -19.9% | +139.2% | -159.1% | -21.9% |
| 3M | +2.7% | -66.4% | +69.1% | +3.7% |
| 6M | -21.7% | -63.1% | +41.5% | -21.3% |
| YTD | -17.5% | -67.4% | +49.9% | -16.9% |
| 1Y | -39.3% | +58.2% | -97.5% | -45.0% |
| 3Y | -49.8% | +42.2% | -92.0% | -56.4% |
| 5Y | -60.1% | +87.3% | -147.3% | -66.3% |
| All | +56.7% | -70.9% | +127.6% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling