+52.4%
FND vs BAH
+183.7%
-131.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | -5.1% | -2.6% | -2.6% | -4.4% |
| 30D | +9.2% | +20.4% | -11.2% | +2.7% |
| 3M | -17.7% | +11.9% | -29.5% | -21.0% |
| 6M | +2.5% | +17.1% | -14.7% | -3.9% |
| YTD | -19.8% | +5.5% | -25.3% | -23.0% |
| 1Y | -22.7% | +5.6% | -28.3% | -25.9% |
| 3Y | -38.3% | -26.5% | -11.8% | -35.7% |
| 5Y | -63.0% | +6.5% | -69.4% | -67.8% |
| All | +52.4% | +183.7% | -131.3% | +3.8% |
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