-61.0%
FND vs FDS
-20.4%
-40.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -2.8% |
| 7D | +0.4% | -5.4% | +5.8% | +2.7% |
| 30D | -23.6% | +1.6% | -25.1% | -24.2% |
| 3M | +4.3% | +17.7% | -13.4% | -3.8% |
| 6M | -20.3% | +29.1% | -49.3% | -31.1% |
| YTD | -21.3% | +1.0% | -22.3% | -22.3% |
| 1Y | -45.4% | -21.6% | -23.7% | -36.8% |
| 3Y | -48.9% | -30.1% | -18.8% | -38.6% |
| 5Y | -61.0% | -20.7% | -40.3% | -52.4% |
| All | -61.0% | -20.4% | -40.6% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling