-33.9%
BAX vs FDS
+135.1%
-169.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +9.0% | -5.0% | +14.0% | +10.4% |
| 30D | +8.5% | +13.8% | -5.3% | +4.6% |
| 3M | -4.1% | +14.8% | -18.9% | -8.1% |
| 6M | +46.9% | +47.4% | -0.4% | +30.2% |
| YTD | +38.4% | +14.2% | +24.2% | +31.1% |
| 1Y | +47.0% | +26.6% | +20.4% | +34.2% |
| 3Y | -14.9% | -24.4% | +9.5% | -8.8% |
| 5Y | -62.5% | -22.6% | -39.9% | -60.8% |
| 10Y | -33.9% | +130.0% | -163.9% | -53.6% |
| All | -33.9% | +135.1% | -169.0% | -53.6% |
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