+56.7%
FND vs BAH
+137.3%
-80.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -5.2% | -3.2% | -2.0% | -4.2% |
| 30D | -19.9% | +2.0% | -21.9% | -20.5% |
| 3M | +2.7% | -7.6% | +10.4% | +4.8% |
| 6M | -21.7% | -5.7% | -16.0% | -21.3% |
| YTD | -17.5% | -11.7% | -5.8% | -15.7% |
| 1Y | -39.3% | -27.4% | -11.9% | -34.0% |
| 3Y | -49.8% | -32.5% | -17.2% | -46.6% |
| 5Y | -60.1% | -3.3% | -56.7% | -64.4% |
| All | +56.7% | +137.3% | -80.6% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling