+59.3%
FND vs FDS
+126.1%
-66.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -2.2% |
| 7D | -4.4% | -2.1% | -2.3% | -3.4% |
| 30D | +14.5% | +16.0% | -1.5% | +5.8% |
| 3M | -15.6% | +18.8% | -34.4% | -23.8% |
| 6M | +4.7% | +54.1% | -49.4% | -20.6% |
| YTD | -16.1% | +17.0% | -33.1% | -26.8% |
| 1Y | -16.0% | +25.5% | -41.5% | -30.5% |
| 3Y | -35.5% | -23.3% | -12.2% | -27.8% |
| 5Y | -60.5% | -22.6% | -37.9% | -56.2% |
| All | +59.3% | +126.1% | -66.8% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling