-31.3%
FND vs FDS
-24.3%
-7.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.1% |
| 7D | +8.5% | -5.0% | +13.5% | +9.8% |
| 30D | +17.2% | +13.8% | +3.4% | +14.1% |
| 3M | -14.9% | +14.8% | -29.8% | -17.5% |
| 6M | +3.1% | +47.4% | -44.3% | -6.0% |
| YTD | -12.4% | +14.2% | -26.6% | -13.6% |
| 1Y | -10.0% | +26.6% | -36.7% | -15.2% |
| 3Y | -31.3% | -24.4% | -6.9% | -24.2% |
| All | -31.3% | -24.3% | -7.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling