+23.9%
BA vs FND
+66.0%
-42.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +1.2% | -5.2% | +6.4% | +2.9% |
| 30D | -11.6% | -19.9% | +8.2% | -4.9% |
| 3M | -2.4% | +2.7% | -5.1% | -4.5% |
| 6M | -6.6% | -21.7% | +15.0% | -0.4% |
| YTD | -2.2% | -17.5% | +15.3% | +1.8% |
| 1Y | -8.0% | -39.3% | +31.3% | +5.6% |
| 3Y | -5.0% | -49.8% | +44.8% | +10.0% |
| 5Y | -2.7% | -60.1% | +57.4% | +15.0% |
| All | +23.9% | +66.0% | -42.2% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling