-48.9%
FND vs RRC
+32.7%
-81.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -23.6% | +9.4% | -33.0% | -24.0% |
| 3M | +4.3% | +7.4% | -3.1% | +3.8% |
| 6M | -20.3% | +1.5% | -21.7% | -20.6% |
| YTD | -21.3% | +19.4% | -40.7% | -23.9% |
| 1Y | -45.4% | +24.2% | -69.6% | -47.7% |
| 3Y | -48.9% | +32.8% | -81.7% | -51.8% |
| All | -48.9% | +32.7% | -81.6% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling