+60.5%
FND vs M
+28.8%
+31.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.7% |
| 7D | +6.8% | +5.0% | +1.8% | +5.2% |
| 30D | +13.1% | +10.6% | +2.4% | +9.7% |
| 3M | -13.1% | +1.6% | -14.7% | -13.5% |
| 6M | -0.6% | +30.8% | -31.4% | -8.7% |
| YTD | -15.5% | +16.9% | -32.4% | -20.0% |
| 1Y | -13.7% | +26.3% | -39.9% | -20.2% |
| 3Y | -35.0% | +158.6% | -193.6% | -54.4% |
| 5Y | -60.1% | +2.1% | -62.2% | -64.7% |
| All | +60.5% | +28.8% | +31.7% | +6.2% |
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