+18.0%
BAC vs FND
-61.6%
+79.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | +7.7% | -8.9% | -2.8% |
| 30D | -7.7% | +11.9% | -19.5% | -10.0% |
| 3M | -21.2% | -14.6% | -6.6% | -18.9% |
| 6M | -6.8% | +0.5% | -7.3% | -8.3% |
| YTD | -8.7% | -15.8% | +7.1% | -7.3% |
| 1Y | -5.3% | -12.9% | +7.6% | -4.7% |
| 3Y | +87.4% | -34.2% | +121.6% | +92.9% |
| All | +18.0% | -61.6% | +79.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling