-49.0%
BAX vs FND
+57.3%
-106.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -12.2% | -19.6% | +7.4% | -8.5% |
| 3M | +21.8% | -4.3% | +26.2% | +22.4% |
| 6M | +36.3% | -20.4% | +56.8% | +41.2% |
| YTD | +27.8% | -21.9% | +49.7% | +32.4% |
| 1Y | -0.1% | -45.2% | +45.1% | +10.2% |
| 3Y | -33.3% | -49.2% | +15.9% | -26.9% |
| 5Y | -67.1% | -61.8% | -5.3% | -63.6% |
| All | -49.0% | +57.3% | -106.2% | -55.2% |
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