-22.4%
BA vs FND
-62.4%
+40.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.5% |
| 7D | -0.6% | -5.1% | +4.6% | +0.8% |
| 30D | -8.0% | +9.2% | -17.2% | -10.8% |
| 3M | -25.8% | -17.7% | -8.1% | -22.1% |
| 6M | -27.6% | +2.5% | -30.1% | -29.4% |
| YTD | -21.0% | -19.8% | -1.2% | -18.0% |
| 1Y | -12.3% | -22.7% | +10.4% | -8.3% |
| 3Y | -12.8% | -38.3% | +25.5% | -8.5% |
| 5Y | -22.4% | -63.0% | +40.6% | -8.4% |
| All | -22.4% | -62.4% | +40.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling