+48.5%
FND vs BAH
+135.3%
-86.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.8% | -1.3% | +0.6% | -0.3% |
| 30D | -19.6% | -6.6% | -13.0% | -17.8% |
| 3M | -4.3% | -7.2% | +2.8% | -2.6% |
| 6M | -20.4% | -10.0% | -10.5% | -18.7% |
| YTD | -21.9% | -12.5% | -9.4% | -19.9% |
| 1Y | -45.2% | -27.9% | -17.3% | -40.2% |
| 3Y | -49.2% | -31.4% | -17.8% | -46.5% |
| 5Y | -61.8% | -3.2% | -58.6% | -66.0% |
| All | +48.5% | +135.3% | -86.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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