+59.3%
FND vs BAH
+183.2%
-123.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.4% | -1.6% | -2.8% | -4.0% |
| 30D | +14.5% | +18.0% | -3.5% | +8.4% |
| 3M | -15.6% | +11.4% | -27.0% | -18.9% |
| 6M | +4.7% | +17.7% | -13.0% | -1.9% |
| YTD | -16.1% | +5.4% | -21.5% | -19.4% |
| 1Y | -16.0% | +2.8% | -18.8% | -18.8% |
| 3Y | -35.5% | -26.7% | -8.8% | -32.7% |
| 5Y | -60.5% | +8.1% | -68.6% | -65.9% |
| All | +59.3% | +183.2% | -123.9% | +8.6% |
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