-10.5%
FND vs M
+25.7%
-36.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | -0.3% |
| 7D | +8.5% | +2.5% | +6.0% | +7.0% |
| 30D | +17.2% | +10.1% | +7.2% | +11.7% |
| 3M | -14.9% | -0.9% | -14.0% | -14.7% |
| 6M | +3.1% | +30.2% | -27.1% | -9.4% |
| YTD | -12.4% | +16.3% | -28.7% | -20.3% |
| All | -10.5% | +25.7% | -36.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling