-36.8%
BAX vs FE
+105.3%
-142.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.0% |
| 7D | +12.1% | -1.0% | +13.2% | +12.5% |
| 30D | +7.6% | +4.1% | +3.4% | +6.1% |
| 3M | -4.5% | -1.0% | -3.5% | -4.3% |
| 6M | +52.0% | +4.0% | +48.0% | +50.0% |
| YTD | +35.1% | +6.8% | +28.3% | +31.7% |
| 1Y | +43.7% | +5.3% | +38.4% | +40.7% |
| 3Y | -20.9% | +44.6% | -65.5% | -30.9% |
| 5Y | -63.5% | +44.2% | -107.8% | -68.4% |
| All | -36.8% | +105.3% | -142.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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