-33.1%
BAX vs FN
+700.1%
-733.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +0.8% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +4.1% | -16.5% | +20.6% | +5.1% |
| 3M | -4.5% | -42.1% | +37.6% | -1.2% |
| 6M | +49.2% | -52.9% | +102.1% | +56.0% |
| YTD | +35.2% | -28.0% | +63.2% | +34.2% |
| 1Y | +38.3% | -18.5% | +56.8% | +35.1% |
| 3Y | -19.0% | +93.9% | -112.9% | -31.3% |
| 5Y | -64.2% | +170.5% | -234.7% | -71.7% |
| All | -33.1% | +700.1% | -733.3% | -55.8% |
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