-50.0%
FND vs FGI
-68.3%
+18.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -0.8% |
| 7D | -4.4% | +6.9% | -11.3% | -4.5% |
| 30D | +14.5% | +3.9% | +10.6% | +14.4% |
| 3M | -15.6% | +74.3% | -89.9% | -17.5% |
| 6M | +4.7% | +28.9% | -24.2% | +2.8% |
| YTD | -16.1% | +39.1% | -55.3% | -18.5% |
| 1Y | -16.0% | +49.3% | -65.3% | -18.7% |
| 3Y | -35.5% | +5.7% | -41.2% | -37.4% |
| All | -50.0% | -68.3% | +18.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling