-34.4%
BAX vs FE
+120.9%
-155.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +6.3% | +3.6% | +2.7% | +5.0% |
| 3M | -4.6% | +0.3% | -4.9% | -4.8% |
| 6M | +50.4% | +6.4% | +44.0% | +47.3% |
| YTD | +38.0% | +8.1% | +29.9% | +34.0% |
| 1Y | +44.6% | +4.6% | +40.0% | +41.8% |
| 3Y | -15.1% | +49.1% | -64.3% | -26.7% |
| 5Y | -63.3% | +46.1% | -109.4% | -68.3% |
| 10Y | -34.4% | +122.7% | -157.1% | -47.1% |
| All | -34.4% | +120.9% | -155.3% | -47.1% |
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