-14.9%
BAX vs FND
-33.5%
+18.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.1% |
| 7D | +9.0% | +8.5% | +0.5% | +6.1% |
| 30D | +8.5% | +17.2% | -8.7% | +2.7% |
| 3M | -4.1% | -14.9% | +10.8% | +0.3% |
| 6M | +46.9% | +3.1% | +43.8% | +43.1% |
| YTD | +38.4% | -12.4% | +50.8% | +40.1% |
| 1Y | +47.0% | -10.0% | +57.0% | +47.4% |
| 3Y | -14.9% | -31.3% | +16.4% | -13.7% |
| All | -14.9% | -33.5% | +18.5% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling