-14.4%
BN vs FND
-45.8%
+31.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -5.9% | -5.1% | -0.8% | -4.4% |
| 30D | -15.1% | -22.5% | +7.5% | -8.6% |
| 3M | -14.6% | -5.0% | -9.6% | -14.5% |
| 6M | -8.4% | -21.5% | +13.1% | -2.7% |
| YTD | -16.8% | -23.0% | +6.2% | -11.5% |
| 1Y | -14.4% | -44.9% | +30.5% | +2.1% |
| All | -14.4% | -45.8% | +31.5% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling