+56.7%
FND vs BB
-16.8%
+73.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.2% | -5.6% | +0.4% | -4.1% |
| 30D | -19.9% | -11.8% | -8.1% | -18.0% |
| 3M | +2.7% | -25.5% | +28.3% | +7.2% |
| 6M | -21.7% | +121.3% | -142.9% | -35.8% |
| YTD | -17.5% | +103.2% | -120.7% | -31.2% |
| 1Y | -39.3% | +102.6% | -141.9% | -49.8% |
| 3Y | -49.8% | +37.5% | -87.3% | -57.6% |
| 5Y | -60.1% | -30.4% | -29.6% | -63.3% |
| All | +56.7% | -16.8% | +73.5% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling