+14.7%
BND vs FN
+101.0%
-86.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.4% |
| 3M | -0.6% | -39.9% | +39.3% | -0.4% |
| 6M | -1.3% | -51.8% | +50.5% | -1.1% |
| YTD | -0.7% | -28.1% | +27.4% | -0.7% |
| 1Y | -0.5% | -29.1% | +28.6% | -0.5% |
| 3Y | +14.7% | +102.4% | -87.7% | +10.8% |
| All | +14.7% | +101.0% | -86.3% | +10.8% |
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