+59.3%
FND vs RRC
+103.1%
-43.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | +14.5% | +25.2% | -10.7% | +10.6% |
| 3M | -15.6% | +27.8% | -43.4% | -18.8% |
| 6M | +4.7% | +27.2% | -22.5% | +0.5% |
| YTD | -16.1% | +48.2% | -64.3% | -21.7% |
| 1Y | -16.0% | +34.7% | -50.7% | -20.6% |
| 3Y | -35.5% | +62.2% | -97.7% | -41.4% |
| 5Y | -60.5% | +130.9% | -191.4% | -66.8% |
| All | +59.3% | +103.1% | -43.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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