-59.9%
FND vs REPL
-54.3%
-5.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.8% |
| 7D | -5.2% | -3.0% | -2.3% | -5.1% |
| 30D | -19.9% | +27.1% | -47.0% | -20.7% |
| 3M | +2.7% | +52.4% | -49.7% | -0.9% |
| 6M | -21.7% | +107.4% | -129.1% | -28.5% |
| YTD | -17.5% | +54.7% | -72.2% | -23.6% |
| 1Y | -39.3% | +158.9% | -198.2% | -46.9% |
| 3Y | -49.8% | -23.7% | -26.0% | -56.5% |
| All | -59.9% | -54.3% | -5.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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