-39.3%
FND vs EFV
+30.7%
-70.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.9% |
| 7D | -5.2% | +1.5% | -6.7% | -7.3% |
| 30D | -19.9% | +1.7% | -21.6% | -21.9% |
| 3M | +2.7% | +8.6% | -5.9% | -9.6% |
| 6M | -21.7% | +11.7% | -33.3% | -33.9% |
| YTD | -17.5% | +19.3% | -36.8% | -40.2% |
| 1Y | -39.3% | +30.2% | -69.5% | -64.0% |
| All | -39.3% | +30.7% | -70.0% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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