+9.8%
BAX vs FDS
-17.4%
+27.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.2% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | -5.5% | +9.0% | -14.5% | -6.0% |
| 3M | +33.5% | +18.9% | +14.7% | +31.5% |
| 6M | +35.9% | +35.1% | +0.7% | +33.5% |
| YTD | +35.4% | +5.5% | +29.9% | +40.1% |
| 1Y | +9.8% | -16.8% | +26.6% | +16.4% |
| All | +9.8% | -17.4% | +27.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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