+56.7%
FND vs ES
+64.4%
-7.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -19.9% | -2.0% | -17.9% | -19.1% |
| 3M | +2.7% | +1.7% | +1.0% | +2.0% |
| 6M | -21.7% | -3.5% | -18.1% | -20.5% |
| YTD | -17.5% | +7.9% | -25.4% | -20.3% |
| 1Y | -39.3% | +17.2% | -56.5% | -44.0% |
| 3Y | -49.8% | +29.3% | -79.1% | -56.4% |
| 5Y | -60.1% | -5.7% | -54.3% | -60.5% |
| All | +56.7% | +64.4% | -7.7% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling