+75.6%
BN vs FND
-49.6%
+125.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -10.9% | -23.6% | +12.6% | -2.6% |
| 3M | -11.1% | +4.3% | -15.4% | -13.8% |
| 6M | -4.4% | -20.3% | +15.9% | +1.6% |
| YTD | -14.1% | -21.3% | +7.2% | -8.9% |
| 1Y | -11.1% | -45.4% | +34.3% | +7.3% |
| 3Y | +75.6% | -48.9% | +124.4% | +101.7% |
| All | +75.6% | -49.6% | +125.1% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling