-61.8%
FND vs EXEL
+194.6%
-256.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -19.6% | +10.1% | -29.7% | -21.8% |
| 3M | -4.3% | +10.1% | -14.4% | -7.0% |
| 6M | -20.4% | +37.7% | -58.1% | -27.6% |
| YTD | -21.9% | +33.1% | -54.9% | -28.4% |
| 1Y | -45.2% | +52.4% | -97.6% | -51.9% |
| 3Y | -49.2% | +163.8% | -213.0% | -64.9% |
| 5Y | -61.8% | +198.5% | -260.3% | -76.6% |
| All | -61.8% | +194.6% | -256.4% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling