+46.2%
FND vs TAP
-48.2%
+94.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.1% | -5.3% | +0.2% | -3.0% |
| 30D | -22.5% | -7.4% | -15.2% | -20.1% |
| 3M | -5.0% | -4.9% | -0.1% | -3.0% |
| 6M | -21.5% | -14.2% | -7.3% | -16.8% |
| YTD | -23.0% | -14.8% | -8.2% | -18.2% |
| 1Y | -44.9% | -18.1% | -26.8% | -40.7% |
| 3Y | -50.0% | -32.7% | -17.3% | -42.6% |
| 5Y | -63.3% | -0.5% | -62.9% | -64.1% |
| All | +46.2% | -48.2% | +94.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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