-36.8%
BAX vs FN
+753.0%
-789.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.1% | -0.4% |
| 7D | +12.1% | 0.0% | +12.2% | +11.9% |
| 30D | +7.6% | -34.3% | +41.9% | +10.7% |
| 3M | -4.5% | -39.9% | +35.4% | -1.5% |
| 6M | +52.0% | -51.8% | +103.9% | +58.4% |
| YTD | +35.1% | -28.1% | +63.3% | +34.2% |
| 1Y | +43.7% | -29.1% | +72.8% | +42.4% |
| 3Y | -20.9% | +102.4% | -123.4% | -33.2% |
| 5Y | -63.5% | +171.7% | -235.2% | -71.2% |
| All | -36.8% | +753.0% | -789.9% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling