+1.2%
BA vs FND
+69.4%
-68.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | +7.7% | -6.6% | -1.6% |
| 30D | -7.9% | +11.9% | -19.8% | -11.8% |
| 3M | -25.3% | -14.6% | -10.8% | -22.0% |
| 6M | -24.6% | +0.5% | -25.0% | -26.3% |
| YTD | -20.1% | -15.8% | -4.3% | -18.0% |
| 1Y | -11.8% | -12.9% | +1.2% | -10.9% |
| 3Y | -10.1% | -34.2% | +24.0% | -6.3% |
| 5Y | -22.7% | -61.6% | +38.8% | -7.4% |
| All | +1.2% | +69.4% | -68.2% | -28.1% |
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