+60.5%
FND vs RL
+487.5%
-427.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.7% |
| 7D | +6.8% | +1.3% | +5.5% | +6.1% |
| 30D | +13.1% | +7.6% | +5.4% | +8.9% |
| 3M | -13.1% | -1.5% | -11.6% | -12.3% |
| 6M | -0.6% | +12.1% | -12.6% | -6.8% |
| YTD | -15.5% | +13.9% | -29.4% | -21.4% |
| 1Y | -13.7% | +20.7% | -34.3% | -22.0% |
| 3Y | -35.0% | +260.6% | -295.6% | -67.9% |
| 5Y | -60.1% | +248.9% | -308.9% | -80.2% |
| All | +60.5% | +487.5% | -427.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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