-64.2%
BAX vs FDS
-23.2%
-41.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +4.1% | +14.8% | -10.8% | +1.3% |
| 3M | -4.5% | +16.3% | -20.8% | -7.5% |
| 6M | +49.2% | +66.2% | -17.0% | +34.2% |
| YTD | +35.2% | +16.2% | +19.0% | +32.1% |
| 1Y | +38.3% | +21.8% | +16.4% | +33.0% |
| 3Y | -19.0% | -23.9% | +4.8% | -11.3% |
| All | -64.2% | -23.2% | -41.0% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling