-30.0%
BAX vs FN
+158.4%
-188.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.9% |
| 7D | -1.1% | -1.7% | +0.5% | -1.1% |
| 30D | -5.5% | -22.0% | +16.5% | -5.1% |
| 3M | +33.5% | -43.0% | +76.5% | +35.5% |
| 6M | +35.9% | -27.7% | +63.6% | +35.6% |
| YTD | +35.4% | -10.5% | +45.9% | +33.8% |
| 1Y | +9.8% | +12.5% | -2.7% | +7.1% |
| All | -30.0% | +158.4% | -188.3% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling