-61.9%
FND vs ES
+3.4%
-65.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.9% |
| 7D | +7.7% | +1.9% | +5.8% | +6.8% |
| 30D | +11.9% | +7.1% | +4.8% | +8.4% |
| 3M | -14.6% | -1.9% | -12.6% | -13.8% |
| 6M | +0.5% | +4.4% | -3.9% | -1.5% |
| YTD | -15.8% | +7.3% | -23.1% | -18.6% |
| 1Y | -12.9% | +2.1% | -15.1% | -14.5% |
| 3Y | -34.2% | +41.8% | -76.0% | -45.9% |
| All | -61.9% | +3.4% | -65.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling