+47.7%
FND vs EFV
+136.5%
-88.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | -0.4% |
| 7D | -5.8% | -0.8% | -4.9% | -4.7% |
| 30D | -20.2% | +0.6% | -20.8% | -20.8% |
| 3M | -12.0% | +7.5% | -19.5% | -19.9% |
| 6M | -18.5% | +13.0% | -31.5% | -30.1% |
| YTD | -22.3% | +18.3% | -40.6% | -37.1% |
| 1Y | -47.6% | +26.7% | -74.4% | -61.1% |
| 3Y | -49.8% | +89.6% | -139.3% | -77.6% |
| 5Y | -63.0% | +98.2% | -161.2% | -84.3% |
| All | +47.7% | +136.5% | -88.8% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling