+238.7%
BN vs FND
+66.0%
+172.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -2.5% | -5.2% | +2.8% | -0.9% |
| 30D | -9.5% | -19.9% | +10.4% | -3.5% |
| 3M | -10.4% | +2.7% | -13.1% | -12.1% |
| 6M | -6.4% | -21.7% | +15.3% | -0.8% |
| YTD | -11.9% | -17.5% | +5.6% | -8.4% |
| 1Y | -8.6% | -39.3% | +30.7% | +3.6% |
| 3Y | +77.6% | -49.8% | +127.3% | +106.5% |
| 5Y | +37.0% | -60.1% | +97.1% | +61.5% |
| All | +238.7% | +66.0% | +172.7% | +187.9% |
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 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