+294.6%
BAX vs FDS
+9,502.8%
-9,208.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.6% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | -5.5% | +9.0% | -14.5% | -6.9% |
| 3M | +33.5% | +18.9% | +14.7% | +29.2% |
| 6M | +35.9% | +35.1% | +0.7% | +27.8% |
| YTD | +35.4% | +5.5% | +29.9% | +32.2% |
| 1Y | +9.8% | -16.8% | +26.6% | +11.4% |
| 3Y | -32.7% | -28.1% | -4.7% | -30.2% |
| 5Y | -65.6% | -17.4% | -48.1% | -65.3% |
| 10Y | -34.9% | +85.4% | -120.4% | -43.1% |
| All | +294.6% | +9,502.8% | -9,208.2% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling