-35.0%
FND vs BBWI
-23.6%
-11.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | +6.8% | -4.2% | +11.1% | +8.7% |
| 30D | +13.1% | +24.9% | -11.8% | +4.4% |
| 3M | -13.1% | +13.2% | -26.3% | -17.5% |
| 6M | -0.6% | +12.1% | -12.7% | -5.7% |
| YTD | -15.5% | +11.1% | -26.6% | -20.6% |
| 1Y | -13.7% | +0.7% | -14.4% | -17.4% |
| 3Y | -35.0% | -23.8% | -11.2% | -31.1% |
| All | -35.0% | -23.6% | -11.4% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling