+47.7%
FND vs BB
-17.1%
+64.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | -20.2% | -12.5% | -7.7% | -18.3% |
| 3M | -12.0% | -17.4% | +5.5% | -10.0% |
| 6M | -18.5% | +119.1% | -137.6% | -33.1% |
| YTD | -22.3% | +102.4% | -124.6% | -35.1% |
| 1Y | -47.6% | +98.2% | -145.8% | -56.5% |
| 3Y | -49.8% | +46.9% | -96.7% | -58.0% |
| 5Y | -63.0% | -26.4% | -36.6% | -66.2% |
| All | +47.7% | -17.1% | +64.8% | +2.2% |
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