+47.7%
FND vs BG
+107.3%
-59.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.6% |
| 7D | -5.8% | +3.1% | -8.9% | -6.9% |
| 30D | -20.2% | +10.2% | -30.4% | -23.4% |
| 3M | -12.0% | -1.7% | -10.3% | -12.4% |
| 6M | -18.5% | +1.0% | -19.5% | -20.5% |
| YTD | -22.3% | +39.9% | -62.2% | -33.8% |
| 1Y | -47.6% | +53.2% | -100.9% | -57.2% |
| 3Y | -49.8% | +16.3% | -66.0% | -55.1% |
| 5Y | -63.0% | +83.9% | -146.8% | -75.0% |
| All | +47.7% | +107.3% | -59.6% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling