+23.0%
BA vs FND
+58.4%
-35.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.8% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -10.1% | -23.6% | +13.5% | -1.7% |
| 3M | -2.4% | +4.3% | -6.7% | -5.0% |
| 6M | -8.8% | -20.3% | +11.5% | -3.3% |
| YTD | -2.9% | -21.3% | +18.4% | +2.7% |
| 1Y | -8.8% | -45.4% | +36.6% | +8.7% |
| 3Y | -0.3% | -48.9% | +48.6% | +14.5% |
| 5Y | -0.3% | -61.0% | +60.7% | +18.6% |
| All | +23.0% | +58.4% | -35.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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