-2.7%
BND vs FOXA
+93.7%
-96.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 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% | +10.4% |
| All | -2.7% | +93.7% | -96.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling