-61.9%
FND vs TAP
+3.5%
-65.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.7% |
| 7D | +7.7% | +0.5% | +7.2% | +7.4% |
| 30D | +11.9% | +9.1% | +2.7% | +7.3% |
| 3M | -14.6% | -3.8% | -10.8% | -13.1% |
| 6M | +0.5% | -3.4% | +3.9% | +1.8% |
| YTD | -15.8% | -10.6% | -5.2% | -11.9% |
| 1Y | -12.9% | -4.4% | -8.5% | -11.9% |
| 3Y | -34.2% | -24.4% | -9.8% | -27.1% |
| All | -61.9% | +3.5% | -65.3% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling