+102.3%
BN vs FND
-34.0%
+136.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.1% |
| 7D | +4.3% | +6.8% | -2.5% | +1.9% |
| 30D | +14.3% | +13.1% | +1.2% | +9.4% |
| 3M | -4.1% | -13.1% | +9.0% | +0.1% |
| 6M | -9.7% | -0.6% | -9.1% | -11.2% |
| YTD | -7.1% | -15.5% | +8.4% | -4.1% |
| 1Y | -7.4% | -13.7% | +6.2% | -5.4% |
| 3Y | +102.3% | -35.0% | +137.3% | +101.3% |
| All | +102.3% | -34.0% | +136.3% | +101.3% |
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