+49.0%
FND vs USFR
+28.4%
+20.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | +8.0% | +0.4% | +7.6% | +7.7% |
| 3M | -18.9% | +1.1% | -20.0% | -19.5% |
| 6M | +4.7% | +2.0% | +2.7% | +3.1% |
| YTD | -21.6% | +3.5% | -25.0% | -23.7% |
| 1Y | -22.0% | +4.1% | -26.1% | -24.6% |
| 3Y | -40.4% | +14.4% | -54.8% | -48.3% |
| 5Y | -63.8% | +21.4% | -85.2% | -71.9% |
| All | +49.0% | +28.4% | +20.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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