-36.8%
BAX vs FE
+107.4%
-144.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +12.1% | 0.0% | +12.2% | +12.1% |
| 30D | +7.6% | +5.2% | +2.4% | +5.8% |
| 3M | -4.5% | 0.0% | -4.5% | -4.6% |
| 6M | +52.0% | +5.0% | +47.0% | +49.5% |
| YTD | +35.1% | +7.9% | +27.3% | +31.3% |
| 1Y | +43.7% | +6.3% | +37.4% | +40.2% |
| 3Y | -20.9% | +46.0% | -67.0% | -31.2% |
| 5Y | -63.5% | +45.6% | -109.2% | -68.5% |
| All | -36.8% | +107.4% | -144.2% | -49.2% |
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