-35.6%
BAX vs FN
+772.0%
-807.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.4% |
| 7D | +3.6% | -4.1% | +7.7% | +3.8% |
| 30D | +8.5% | -28.3% | +36.8% | +10.8% |
| 3M | -4.9% | -33.9% | +29.0% | -2.6% |
| 6M | +47.0% | -43.9% | +90.9% | +51.1% |
| YTD | +38.4% | -23.4% | +61.9% | +36.8% |
| 1Y | +49.1% | -25.4% | +74.5% | +47.2% |
| 3Y | -14.9% | +107.9% | -122.8% | -28.1% |
| 5Y | -63.1% | +195.1% | -258.2% | -71.1% |
| 10Y | -35.6% | +794.1% | -829.7% | -57.5% |
| All | -35.6% | +772.0% | -807.5% | -57.5% |
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