+56.7%
FND vs FDS
+103.8%
-47.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.6% |
| 7D | -5.2% | -1.9% | -3.3% | -4.3% |
| 30D | -19.9% | +9.0% | -28.9% | -23.7% |
| 3M | +2.7% | +18.9% | -16.1% | -8.2% |
| 6M | -21.7% | +35.1% | -56.8% | -36.9% |
| YTD | -17.5% | +5.5% | -23.0% | -23.4% |
| 1Y | -39.3% | -16.8% | -22.5% | -34.8% |
| 3Y | -49.8% | -28.1% | -21.7% | -42.0% |
| 5Y | -60.1% | -17.4% | -42.7% | -58.1% |
| All | +56.7% | +103.8% | -47.1% | +27.6% |
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