-39.3%
FND vs BB
+105.3%
-144.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.2% | -5.6% | +0.4% | -4.7% |
| 30D | -19.9% | -11.8% | -8.1% | -18.9% |
| 3M | +2.7% | -25.5% | +28.3% | +5.0% |
| 6M | -21.7% | +121.3% | -142.9% | -32.8% |
| YTD | -17.5% | +103.2% | -120.7% | -28.9% |
| 1Y | -39.3% | +102.6% | -141.9% | -46.8% |
| All | -39.3% | +105.3% | -144.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling