+17.3%
BND vs FND
+58.4%
-41.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | 0.0% |
| 7D | +0.1% | +0.4% | -0.2% | +0.1% |
| 30D | -0.4% | -23.6% | +23.2% | +0.3% |
| 3M | -0.2% | +4.3% | -4.6% | -0.4% |
| 6M | -1.2% | -20.3% | +19.1% | -0.8% |
| YTD | -0.3% | -21.3% | +21.0% | 0.0% |
| 1Y | +0.4% | -45.4% | +45.8% | +1.5% |
| 3Y | +13.4% | -48.9% | +62.3% | +14.5% |
| 5Y | -1.5% | -61.0% | +59.5% | -0.8% |
| All | +17.3% | +58.4% | -41.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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