-63.9%
BAX vs FN
+170.4%
-234.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.1% | 0.0% |
| 7D | +12.1% | 0.0% | +12.2% | +12.0% |
| 30D | +7.6% | -34.3% | +41.9% | +9.1% |
| 3M | -4.5% | -39.9% | +35.4% | -3.0% |
| 6M | +52.0% | -51.8% | +103.9% | +55.5% |
| YTD | +35.1% | -28.1% | +63.3% | +34.0% |
| 1Y | +43.7% | -29.1% | +72.8% | +42.3% |
| 3Y | -20.9% | +102.4% | -123.4% | -30.0% |
| All | -63.9% | +170.4% | -234.2% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling