+52.4%
FND vs USFR
+28.3%
+24.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +9.2% | +0.4% | +8.8% | +8.9% |
| 3M | -17.7% | +1.0% | -18.7% | -18.3% |
| 6M | +2.5% | +2.0% | +0.4% | +1.0% |
| YTD | -19.8% | +3.4% | -23.3% | -22.0% |
| 1Y | -22.7% | +4.1% | -26.8% | -25.2% |
| 3Y | -38.3% | +14.4% | -52.7% | -46.4% |
| 5Y | -63.0% | +21.4% | -84.4% | -71.3% |
| All | +52.4% | +28.3% | +24.0% | +11.2% |
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