+166.1%
BAC vs FND
+70.0%
+96.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.1% |
| 7D | +2.1% | +6.8% | -4.8% | +0.4% |
| 30D | -6.7% | +13.1% | -19.8% | -9.6% |
| 3M | -20.2% | -13.1% | -7.2% | -18.0% |
| 6M | -0.2% | -0.6% | +0.4% | -1.8% |
| YTD | -6.4% | -15.5% | +9.1% | -5.0% |
| 1Y | -3.1% | -13.7% | +10.6% | -2.4% |
| 3Y | +96.7% | -35.0% | +131.7% | +104.4% |
| 5Y | +21.3% | -60.1% | +81.3% | +36.1% |
| All | +166.1% | +70.0% | +96.0% | +93.2% |
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