-44.1%
FND vs BAH
-27.6%
-16.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.8% | -1.3% | +0.6% | -0.6% |
| 30D | -19.6% | -6.6% | -13.0% | -18.8% |
| 3M | -4.3% | -7.2% | +2.8% | -3.3% |
| 6M | -20.4% | -10.0% | -10.5% | -19.5% |
| YTD | -21.9% | -12.5% | -9.4% | -19.5% |
| All | -44.1% | -27.6% | -16.5% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling