-45.9%
BAX vs FND
+66.0%
-112.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -1.1% | -5.2% | +4.1% | -0.2% |
| 30D | -5.5% | -19.9% | +14.4% | -1.5% |
| 3M | +33.5% | +2.7% | +30.8% | +32.4% |
| 6M | +35.9% | -21.7% | +57.5% | +41.1% |
| YTD | +35.4% | -17.5% | +52.9% | +38.8% |
| 1Y | +9.8% | -39.3% | +49.1% | +18.8% |
| 3Y | -32.7% | -49.8% | +17.0% | -26.4% |
| 5Y | -65.6% | -60.1% | -5.5% | -62.3% |
| All | -45.9% | +66.0% | -112.0% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling