+46.2%
FND vs BBWI
-43.4%
+89.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -5.1% | -8.0% | +2.9% | -2.2% |
| 30D | -22.5% | -6.6% | -15.9% | -21.0% |
| 3M | -5.0% | -2.7% | -2.3% | -4.7% |
| 6M | -21.5% | -12.8% | -8.8% | -19.1% |
| YTD | -23.0% | -10.5% | -12.6% | -21.9% |
| 1Y | -44.9% | -35.3% | -9.5% | -38.4% |
| 3Y | -50.0% | -47.7% | -2.3% | -42.2% |
| 5Y | -63.3% | -68.9% | +5.5% | -50.8% |
| All | +46.2% | -43.4% | +89.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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