+49.0%
FND vs BB
-3.8%
+52.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -6.8% | +1.8% | -8.7% | -7.1% |
| 30D | +8.0% | +8.1% | -0.2% | +5.9% |
| 3M | -18.9% | -1.0% | -17.9% | -19.6% |
| 6M | +4.7% | +45.9% | -41.2% | -6.3% |
| YTD | -21.6% | +134.8% | -156.4% | -37.0% |
| 1Y | -22.0% | +104.6% | -126.6% | -35.7% |
| 3Y | -40.4% | +152.8% | -193.3% | -55.7% |
| 5Y | -63.8% | -17.4% | -46.4% | -68.0% |
| All | +49.0% | -3.8% | +52.8% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling