-50.8%
FND vs FGI
-70.4%
+19.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.6% |
| 7D | -5.2% | +0.5% | -5.8% | -5.2% |
| 30D | -19.9% | +65.4% | -85.3% | -21.6% |
| 3M | +2.7% | +23.5% | -20.8% | +1.1% |
| 6M | -21.7% | +60.5% | -82.2% | -24.0% |
| YTD | -17.5% | +30.0% | -47.5% | -19.6% |
| 1Y | -39.3% | +82.1% | -121.4% | -42.1% |
| 3Y | -49.8% | -4.4% | -45.4% | -51.1% |
| All | -50.8% | -70.4% | +19.5% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling