-49.1%
FND vs BB
+69.2%
-118.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -5.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -23.6% | -12.4% | -11.2% | -21.9% |
| 3M | +4.3% | -15.3% | +19.6% | +5.7% |
| 6M | -20.3% | +128.8% | -149.1% | -34.8% |
| YTD | -21.3% | +107.7% | -129.0% | -34.4% |
| 1Y | -45.4% | +103.9% | -149.3% | -54.8% |
| All | -49.1% | +69.2% | -118.4% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling