+56.7%
FND vs INDA
+72.5%
-15.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.2% | +0.7% | -5.9% | -5.8% |
| 30D | -19.9% | -0.8% | -19.1% | -19.3% |
| 3M | +2.7% | +3.9% | -1.2% | -0.4% |
| 6M | -21.7% | -0.7% | -21.0% | -20.6% |
| YTD | -17.5% | -7.7% | -9.8% | -11.1% |
| 1Y | -39.3% | -5.1% | -34.2% | -36.2% |
| 3Y | -49.8% | +13.6% | -63.4% | -55.1% |
| 5Y | -60.1% | +7.8% | -67.9% | -62.2% |
| All | +56.7% | +72.5% | -15.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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