+229.1%
BAC vs FND
+66.0%
+163.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +1.1% | -5.2% | +6.3% | +2.3% |
| 30D | -0.4% | -19.9% | +19.5% | +4.8% |
| 3M | +16.9% | +2.7% | +14.2% | +14.9% |
| 6M | +26.6% | -21.7% | +48.3% | +32.2% |
| YTD | +15.8% | -17.5% | +33.3% | +18.7% |
| 1Y | +27.2% | -39.3% | +66.5% | +40.0% |
| 3Y | +132.4% | -49.8% | +182.2% | +158.5% |
| 5Y | +72.6% | -60.1% | +132.7% | +93.8% |
| All | +229.1% | +66.0% | +163.0% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling