+56.7%
FND vs BWA
+108.4%
-51.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +0.2% |
| 7D | -5.2% | +5.7% | -10.9% | -8.1% |
| 30D | -19.9% | +1.4% | -21.3% | -20.8% |
| 3M | +2.7% | -12.1% | +14.8% | +9.1% |
| 6M | -21.7% | +28.6% | -50.2% | -33.8% |
| YTD | -17.5% | +51.1% | -68.6% | -38.7% |
| 1Y | -39.3% | +55.9% | -95.2% | -55.8% |
| 3Y | -49.8% | +70.1% | -119.9% | -66.2% |
| 5Y | -60.1% | +90.7% | -150.8% | -75.6% |
| All | +56.7% | +108.4% | -51.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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