+244.9%
BN vs FND
+57.9%
+187.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -1.0% | -6.8% | +5.8% | +1.1% |
| 30D | +14.0% | +8.0% | +6.0% | +11.2% |
| 3M | -9.0% | -18.9% | +9.9% | -3.4% |
| 6M | -8.8% | +4.7% | -13.5% | -11.5% |
| YTD | -10.3% | -21.6% | +11.3% | -5.6% |
| 1Y | -5.8% | -22.0% | +16.2% | -0.9% |
| 3Y | +94.8% | -40.4% | +135.2% | +115.7% |
| 5Y | +31.5% | -63.8% | +95.3% | +59.2% |
| All | +244.9% | +57.9% | +187.1% | +196.9% |
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