+12.5%
BND vs FOXA
+117.6%
-105.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | -1.1% | +5.0% | -6.2% | -1.2% |
| 3M | -1.9% | -3.0% | +1.2% | -1.9% |
| 6M | -1.6% | +14.8% | -16.4% | -1.8% |
| YTD | -1.2% | -8.9% | +7.7% | -1.1% |
| 1Y | -0.7% | +13.3% | -14.1% | -1.0% |
| 3Y | +12.5% | +115.4% | -102.9% | +9.3% |
| All | +12.5% | +117.6% | -105.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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