+48.0%
BAX vs FND
-10.3%
+58.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.9% | -7.0% | +0.6% |
| 7D | +4.1% | +12.3% | -8.2% | +0.1% |
| 30D | +9.4% | +14.7% | -5.3% | +4.4% |
| 3M | -6.5% | -12.0% | +5.5% | -3.1% |
| 6M | +59.6% | +10.8% | +48.8% | +51.7% |
| YTD | +38.9% | -12.3% | +51.1% | +35.7% |
| 1Y | +48.0% | -13.4% | +61.4% | +45.1% |
| All | +48.0% | -10.3% | +58.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling