+59.3%
FND vs EXEL
+220.1%
-160.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.4% | -2.8% | -1.6% | -3.7% |
| 30D | +14.5% | +18.2% | -3.7% | +9.6% |
| 3M | -15.6% | +37.7% | -53.3% | -22.5% |
| 6M | +4.7% | +42.2% | -37.5% | -4.7% |
| YTD | -16.1% | +61.3% | -77.4% | -26.6% |
| 1Y | -16.0% | +64.5% | -80.5% | -26.8% |
| 3Y | -35.5% | +236.7% | -272.1% | -55.3% |
| 5Y | -60.5% | +296.3% | -356.8% | -74.1% |
| All | +59.3% | +220.1% | -160.7% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling