+49.5%
FND vs EFV
+136.8%
-87.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -3.7% |
| 7D | +0.4% | +1.0% | -0.6% | -0.8% |
| 30D | -23.6% | +0.2% | -23.7% | -23.6% |
| 3M | +4.3% | +9.6% | -5.3% | -7.2% |
| 6M | -20.3% | +14.0% | -34.3% | -32.4% |
| YTD | -21.3% | +18.5% | -39.8% | -36.4% |
| 1Y | -45.4% | +27.9% | -73.3% | -59.9% |
| 3Y | -48.9% | +92.4% | -141.3% | -77.6% |
| 5Y | -61.0% | +97.2% | -158.2% | -83.3% |
| All | +49.5% | +136.8% | -87.3% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling