-44.7%
BAX vs FND
+70.0%
-114.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.7% |
| 7D | +3.6% | +6.8% | -3.2% | +2.3% |
| 30D | +8.5% | +13.1% | -4.6% | +5.7% |
| 3M | -4.9% | -13.1% | +8.2% | -2.7% |
| 6M | +47.0% | -0.6% | +47.6% | +45.9% |
| YTD | +38.4% | -15.5% | +54.0% | +40.9% |
| 1Y | +49.1% | -13.7% | +62.8% | +51.1% |
| 3Y | -14.9% | -35.0% | +20.1% | -10.6% |
| 5Y | -63.1% | -60.1% | -3.1% | -59.7% |
| All | -44.7% | +70.0% | -114.8% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling