-61.0%
FND vs M
+24.8%
-85.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.6% |
| 7D | +0.4% | +2.4% | -2.0% | -0.5% |
| 30D | -23.6% | -11.6% | -11.9% | -19.7% |
| 3M | +4.3% | +1.6% | +2.7% | +3.7% |
| 6M | -20.3% | +25.2% | -45.5% | -27.1% |
| YTD | -21.3% | +3.8% | -25.1% | -23.1% |
| 1Y | -45.4% | +36.3% | -81.7% | -52.2% |
| 3Y | -48.9% | +116.3% | -165.2% | -66.3% |
| 5Y | -61.0% | +28.2% | -89.2% | -68.3% |
| All | -61.0% | +24.8% | -85.9% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling