+227.6%
BAC vs FND
+58.4%
+169.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -0.7% | -23.6% | +22.8% | +5.7% |
| 3M | +16.9% | +4.3% | +12.6% | +14.4% |
| 6M | +29.6% | -20.3% | +49.9% | +34.6% |
| YTD | +15.3% | -21.3% | +36.6% | +19.5% |
| 1Y | +28.8% | -45.4% | +74.2% | +45.6% |
| 3Y | +136.4% | -48.9% | +185.3% | +161.5% |
| 5Y | +72.9% | -61.0% | +133.9% | +95.1% |
| All | +227.6% | +58.4% | +169.2% | +142.9% |
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