+43.4%
BND vs FN
+3,620.5%
-3,577.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | 0.0% |
| 7D | -0.1% | -1.7% | +1.5% | -0.1% |
| 30D | -0.4% | -22.0% | +21.6% | -0.4% |
| 3M | -0.6% | -43.0% | +42.4% | -0.7% |
| 6M | -1.4% | -27.7% | +26.3% | -1.5% |
| YTD | -0.2% | -10.5% | +10.3% | -0.2% |
| 1Y | +1.3% | +12.5% | -11.2% | +1.4% |
| 3Y | +13.2% | +153.8% | -140.6% | +13.6% |
| 5Y | -1.6% | +288.0% | -289.6% | -0.9% |
| 10Y | +15.5% | +906.4% | -891.0% | +17.6% |
| All | +43.4% | +3,620.5% | -3,577.2% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling