-1.7%
BND vs FN
+194.5%
-196.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -1.4% | +20.8% | -22.2% | -1.5% |
| 30D | +0.8% | -17.3% | +18.1% | +0.9% |
| 3M | -1.2% | -38.1% | +36.9% | -0.9% |
| 6M | -1.4% | -44.2% | +42.9% | -1.0% |
| YTD | -1.3% | -22.3% | +21.0% | -1.4% |
| 1Y | -1.2% | -20.9% | +19.7% | -1.4% |
| 3Y | +13.7% | +111.1% | -97.4% | +11.4% |
| 5Y | -1.7% | +191.8% | -193.5% | -5.2% |
| All | -1.7% | +194.5% | -196.2% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling