+14.5%
BND vs FN
+121.0%
-106.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.1% |
| 7D | -0.6% | +8.0% | -8.6% | -0.6% |
| 30D | +1.6% | -19.1% | +20.7% | +1.7% |
| 3M | -0.5% | -29.8% | +29.3% | -0.4% |
| 6M | -1.1% | -43.2% | +42.1% | -0.9% |
| YTD | -0.7% | -18.9% | +18.2% | -0.7% |
| 1Y | -0.7% | -17.9% | +17.2% | -0.7% |
| All | +14.5% | +121.0% | -106.5% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling