-66.9%
BAX vs FND
-61.9%
-5.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -9.7% | -23.6% | +13.8% | -3.9% |
| 3M | +29.3% | +4.3% | +24.9% | +27.4% |
| 6M | +40.7% | -20.3% | +60.9% | +46.6% |
| YTD | +30.3% | -21.3% | +51.6% | +35.6% |
| 1Y | +3.4% | -45.4% | +48.8% | +16.2% |
| 3Y | -32.0% | -48.9% | +16.8% | -24.6% |
| 5Y | -66.9% | -61.0% | -5.8% | -64.1% |
| All | -66.9% | -61.9% | -5.0% | -64.1% |
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 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