+49.5%
FND vs ES
+65.4%
-15.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | +0.4% | +1.4% | -1.0% | -0.2% |
| 30D | -23.6% | -1.2% | -22.4% | -23.2% |
| 3M | +4.3% | +5.0% | -0.7% | +2.2% |
| 6M | -20.3% | -2.8% | -17.5% | -19.3% |
| YTD | -21.3% | +8.6% | -29.9% | -24.2% |
| 1Y | -45.4% | +18.9% | -64.3% | -50.0% |
| 3Y | -48.9% | +32.1% | -81.0% | -56.0% |
| 5Y | -61.0% | -5.1% | -56.0% | -61.6% |
| All | +49.5% | +65.4% | -15.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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