-47.5%
FND vs M
+123.1%
-170.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.8% |
| 7D | -5.2% | +4.7% | -10.0% | -6.7% |
| 30D | -19.9% | -9.6% | -10.2% | -17.0% |
| 3M | +2.7% | +0.9% | +1.9% | +2.4% |
| 6M | -21.7% | +22.3% | -43.9% | -26.8% |
| YTD | -17.5% | +6.5% | -24.0% | -19.8% |
| 1Y | -39.3% | +38.8% | -78.1% | -45.9% |
| All | -47.5% | +123.1% | -170.6% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling