+49.0%
FND vs EXEL
+212.4%
-163.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | +8.0% | +13.1% | -5.2% | +4.5% |
| 3M | -18.9% | +36.3% | -55.3% | -25.3% |
| 6M | +4.7% | +34.5% | -29.8% | -3.3% |
| YTD | -21.6% | +57.4% | -79.0% | -30.9% |
| 1Y | -22.0% | +62.9% | -84.9% | -31.9% |
| 3Y | -40.4% | +229.5% | -270.0% | -58.5% |
| 5Y | -63.8% | +281.2% | -345.0% | -76.1% |
| All | +49.0% | +212.4% | -163.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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