-61.8%
FND vs BB
-25.5%
-36.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -0.8% | +1.8% | -2.6% | -1.3% |
| 30D | -19.6% | -12.2% | -7.4% | -17.0% |
| 3M | -4.3% | -12.3% | +8.0% | -3.3% |
| 6M | -20.4% | +122.7% | -143.1% | -40.5% |
| YTD | -21.9% | +104.5% | -126.3% | -40.0% |
| 1Y | -45.2% | +106.7% | -151.9% | -58.8% |
| 3Y | -49.2% | +70.0% | -119.2% | -62.8% |
| 5Y | -61.8% | -27.8% | -34.0% | -64.4% |
| All | -61.8% | -25.5% | -36.3% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling