+509.4%
MSCI vs FND
+58.4%
+451.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -1.7% | -23.6% | +21.8% | +5.2% |
| 3M | -8.2% | +4.3% | -12.6% | -10.5% |
| 6M | -2.4% | -20.3% | +17.8% | +1.5% |
| YTD | -2.8% | -21.3% | +18.5% | +0.5% |
| 1Y | -2.7% | -45.4% | +42.7% | +11.0% |
| 3Y | +7.3% | -48.9% | +56.2% | +18.4% |
| 5Y | -11.4% | -61.0% | +49.6% | +1.3% |
| All | +509.4% | +58.4% | +451.0% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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