-37.1%
BAX vs FDS
+77.6%
-114.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -2.6% |
| 7D | -2.4% | -5.4% | +2.9% | -1.0% |
| 30D | -9.7% | +1.6% | -11.3% | -10.2% |
| 3M | +29.3% | +17.7% | +11.5% | +22.9% |
| 6M | +40.7% | +29.1% | +11.6% | +29.0% |
| YTD | +30.3% | +1.0% | +29.3% | +28.1% |
| 1Y | +3.4% | -21.6% | +25.0% | +9.9% |
| 3Y | -32.0% | -30.1% | -1.9% | -25.7% |
| 5Y | -66.9% | -20.7% | -46.1% | -65.9% |
| 10Y | -37.1% | +78.3% | -115.4% | -50.7% |
| All | -37.1% | +77.6% | -114.6% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling