+53.1%
BAX vs FN
+2,575.5%
-2,522.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.0% | -1.9% |
| 7D | +9.1% | -16.0% | +25.1% | +10.7% |
| 30D | +5.3% | -40.1% | +45.4% | +9.8% |
| 3M | -6.1% | -43.9% | +37.8% | -2.1% |
| 6M | +53.3% | -55.6% | +108.9% | +61.8% |
| YTD | +34.4% | -35.7% | +70.1% | +35.3% |
| 1Y | +43.2% | -39.8% | +83.0% | +44.6% |
| 3Y | -20.1% | +80.3% | -100.4% | -31.1% |
| 5Y | -63.7% | +143.3% | -207.0% | -70.5% |
| 10Y | -36.3% | +682.3% | -718.6% | -56.4% |
| All | +53.1% | +2,575.5% | -2,522.4% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling