+167.9%
BAC vs FND
+57.9%
+110.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +3.2% | -6.8% | +10.1% | +4.9% |
| 30D | -0.7% | +8.0% | -8.7% | -2.8% |
| 3M | -20.0% | -18.9% | -1.1% | -16.3% |
| 6M | +3.4% | +4.7% | -1.3% | +0.5% |
| YTD | -5.7% | -21.6% | +15.8% | -2.6% |
| 1Y | -1.4% | -22.0% | +20.6% | +1.8% |
| 3Y | +97.9% | -40.4% | +138.4% | +109.9% |
| 5Y | +22.9% | -63.8% | +86.7% | +41.3% |
| All | +167.9% | +57.9% | +110.0% | +97.9% |
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