-61.0%
FND vs RRC
+153.5%
-214.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | -23.6% | +9.4% | -33.0% | -24.6% |
| 3M | +4.3% | +7.4% | -3.1% | +2.9% |
| 6M | -20.3% | +1.5% | -21.7% | -21.0% |
| YTD | -21.3% | +19.4% | -40.7% | -24.5% |
| 1Y | -45.4% | +24.2% | -69.6% | -48.2% |
| 3Y | -48.9% | +32.8% | -81.7% | -52.9% |
| 5Y | -61.0% | +152.9% | -213.9% | -66.5% |
| All | -61.0% | +153.5% | -214.5% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling