+47.7%
FND vs TRU
+102.3%
-54.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.4% |
| 7D | -5.8% | -2.7% | -3.0% | -4.1% |
| 30D | -20.2% | -2.0% | -18.2% | -19.4% |
| 3M | -12.0% | +18.4% | -30.4% | -21.7% |
| 6M | -18.5% | +8.9% | -27.4% | -24.0% |
| YTD | -22.3% | -8.9% | -13.3% | -20.4% |
| 1Y | -47.6% | -15.9% | -31.8% | -44.1% |
| 3Y | -49.8% | -1.1% | -48.7% | -55.1% |
| 5Y | -63.0% | -35.2% | -27.8% | -55.5% |
| All | +47.7% | +102.3% | -54.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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