-49.5%
FND vs FDS
-32.7%
-16.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | -0.8% | -8.8% | +8.0% | +1.2% |
| 30D | -19.6% | -1.4% | -18.2% | -19.4% |
| 3M | -4.3% | +13.9% | -18.2% | -7.2% |
| 6M | -20.4% | +27.4% | -47.8% | -25.7% |
| YTD | -21.9% | -2.5% | -19.4% | -20.2% |
| 1Y | -45.2% | -23.8% | -21.4% | -38.5% |
| All | -49.5% | -32.7% | -16.8% | -42.4% |
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