+66.4%
FND vs M
+28.1%
+38.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +1.5% |
| 7D | +8.5% | +2.5% | +6.0% | +7.7% |
| 30D | +17.2% | +10.1% | +7.2% | +13.9% |
| 3M | -14.9% | -0.9% | -14.0% | -14.6% |
| 6M | +3.1% | +30.2% | -27.1% | -5.1% |
| YTD | -12.4% | +16.3% | -28.7% | -17.0% |
| 1Y | -10.0% | +27.0% | -37.0% | -17.0% |
| 3Y | -31.3% | +154.5% | -185.8% | -51.6% |
| 5Y | -60.3% | -1.1% | -59.3% | -64.6% |
| All | +66.4% | +28.1% | +38.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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