+16.2%
BND vs FN
+753.0%
-736.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.7% | -0.1% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | +2.3% | -34.3% | +36.6% | +2.5% |
| 3M | -0.2% | -39.9% | +39.6% | 0.0% |
| 6M | -1.0% | -51.8% | +50.9% | -0.6% |
| YTD | -0.4% | -28.1% | +27.8% | -0.4% |
| 1Y | -0.1% | -29.1% | +28.9% | -0.1% |
| 3Y | +15.1% | +102.4% | -87.3% | +13.9% |
| 5Y | -1.5% | +171.7% | -173.2% | -2.8% |
| All | +16.2% | +753.0% | -736.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling