+56.7%
FND vs USFR
+27.3%
+29.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -19.9% | +0.3% | -20.2% | -20.1% |
| 3M | +2.7% | +1.0% | +1.7% | +1.9% |
| 6M | -21.7% | +1.9% | -23.6% | -23.0% |
| YTD | -17.5% | +2.6% | -20.1% | -19.3% |
| 1Y | -39.3% | +4.0% | -43.3% | -41.4% |
| 3Y | -49.8% | +14.1% | -63.9% | -56.5% |
| 5Y | -60.1% | +20.4% | -80.5% | -68.9% |
| All | +56.7% | +27.3% | +29.4% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling