-37.3%
FDNI price history and return analytics
+65.7%
-103.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.5% |
| 7D | -4.0% | -0.1% | -3.9% | -3.8% |
| 30D | -11.2% | -0.7% | -10.5% | -10.4% |
| 3M | -1.9% | +4.0% | -5.9% | -7.4% |
| 6M | -9.5% | +12.3% | -21.8% | -23.4% |
| YTD | -22.4% | +14.0% | -36.4% | -35.7% |
| 1Y | -27.9% | +20.3% | -48.2% | -44.6% |
| 3Y | +23.2% | +75.4% | -52.3% | -45.8% |
| 5Y | -37.3% | +66.0% | -103.2% | -67.9% |
| All | -37.3% | +65.7% | -103.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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