-47.5%
FND vs BAH
-32.4%
-15.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -5.2% | -3.2% | -2.0% | -4.6% |
| 30D | -19.9% | +2.0% | -21.9% | -20.2% |
| 3M | +2.7% | -7.6% | +10.4% | +4.2% |
| 6M | -21.7% | -5.7% | -16.0% | -21.4% |
| YTD | -17.5% | -11.7% | -5.8% | -16.0% |
| 1Y | -39.3% | -27.4% | -11.9% | -35.7% |
| All | -47.5% | -32.4% | -15.1% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling