-13.4%
FND vs BG
+7.2%
-20.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +11.2% |
| 7D | +12.3% | -3.8% | +16.1% | +11.7% |
| 30D | +14.7% | -9.6% | +24.3% | +13.3% |
| 3M | -12.0% | -8.5% | -3.5% | -13.6% |
| 6M | +10.8% | -23.0% | +33.8% | +10.0% |
| YTD | -12.3% | +10.9% | -23.2% | -36.3% |
| 1Y | -13.4% | +6.0% | -19.4% | -33.8% |
| All | -13.4% | +7.2% | -20.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling