-62.5%
BAX vs FND
-60.4%
-2.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.4% |
| 7D | +9.0% | +8.5% | +0.5% | +6.8% |
| 30D | +8.5% | +17.2% | -8.7% | +4.1% |
| 3M | -4.1% | -14.9% | +10.8% | -0.8% |
| 6M | +46.9% | +3.1% | +43.8% | +44.3% |
| YTD | +38.4% | -12.4% | +50.8% | +39.9% |
| 1Y | +47.0% | -10.0% | +57.0% | +47.7% |
| 3Y | -14.9% | -31.3% | +16.4% | -10.7% |
| 5Y | -62.5% | -60.3% | -2.2% | -59.9% |
| All | -62.5% | -60.4% | -2.1% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling