-61.8%
FND vs USFR
+20.4%
-82.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | +0.1% | -0.8% | -0.4% |
| 30D | -19.6% | +0.3% | -19.9% | -18.3% |
| 3M | -4.3% | +1.0% | -5.3% | +0.6% |
| 6M | -20.4% | +1.9% | -22.4% | -12.6% |
| YTD | -21.9% | +2.7% | -24.5% | -11.2% |
| 1Y | -45.2% | +4.0% | -49.2% | -33.9% |
| 3Y | -49.2% | +14.0% | -63.3% | -5.3% |
| 5Y | -61.8% | +20.4% | -82.2% | -18.4% |
| All | -61.8% | +20.4% | -82.2% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling