+47.7%
FND vs EXEL
+154.1%
-106.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | -5.8% | -4.9% | -0.9% | -4.5% |
| 30D | -20.2% | +11.4% | -31.6% | -22.5% |
| 3M | -12.0% | +4.9% | -16.9% | -13.2% |
| 6M | -18.5% | +34.4% | -52.9% | -24.9% |
| YTD | -22.3% | +28.0% | -50.3% | -27.7% |
| 1Y | -47.6% | +43.6% | -91.3% | -52.9% |
| 3Y | -49.8% | +155.2% | -205.0% | -62.7% |
| 5Y | -63.0% | +181.2% | -244.1% | -73.7% |
| All | +47.7% | +154.1% | -106.3% | -10.4% |
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