-63.3%
FND vs RRC
+134.0%
-197.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -6.8% | +6.4% | -13.2% | -7.7% |
| 30D | +8.0% | +23.9% | -15.9% | +4.1% |
| 3M | -18.9% | +30.2% | -49.1% | -22.5% |
| 6M | +4.7% | +26.3% | -21.6% | +0.2% |
| YTD | -21.6% | +48.1% | -69.7% | -27.8% |
| 1Y | -22.0% | +37.7% | -59.7% | -27.2% |
| 3Y | -40.4% | +60.3% | -100.7% | -47.2% |
| All | -63.3% | +134.0% | -197.2% | -70.0% |
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