-20.9%
BAX vs FDS
-23.2%
+2.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.1% |
| 7D | +12.1% | -0.5% | +12.6% | +12.2% |
| 30D | +7.6% | +20.2% | -12.6% | +4.7% |
| 3M | -4.5% | +19.9% | -24.3% | -7.1% |
| 6M | +52.0% | +56.2% | -4.1% | +42.2% |
| YTD | +35.1% | +14.6% | +20.6% | +35.8% |
| 1Y | +43.7% | +31.6% | +12.1% | +38.7% |
| 3Y | -20.9% | -23.8% | +2.9% | -12.3% |
| All | -20.9% | -23.2% | +2.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling