+256.9%
BN vs FND
+70.0%
+186.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.3% |
| 7D | +4.3% | +6.8% | -2.5% | +2.2% |
| 30D | +14.3% | +13.1% | +1.2% | +10.0% |
| 3M | -4.1% | -13.1% | +9.0% | -0.3% |
| 6M | -9.7% | -0.6% | -9.1% | -10.9% |
| YTD | -7.1% | -15.5% | +8.4% | -4.5% |
| 1Y | -7.4% | -13.7% | +6.2% | -5.6% |
| 3Y | +102.3% | -35.0% | +137.3% | +118.3% |
| 5Y | +35.9% | -60.1% | +96.0% | +60.0% |
| All | +256.9% | +70.0% | +186.8% | +200.3% |
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 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