+48.0%
BAX vs FN
-25.7%
+73.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +9.9% | +3.9% |
| 7D | +4.1% | -7.0% | +11.1% | +3.9% |
| 30D | +9.4% | -24.7% | +34.1% | +8.9% |
| 3M | -6.5% | -35.7% | +29.2% | -7.0% |
| 6M | +59.6% | -52.4% | +112.0% | +60.1% |
| YTD | +38.9% | -25.0% | +63.8% | +37.5% |
| 1Y | +48.0% | -25.7% | +73.7% | +47.0% |
| All | +48.0% | -25.7% | +73.7% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling