-33.1%
BAX vs FE
+126.1%
-159.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.1% | +1.2% | -1.2% | -0.3% |
| 30D | +4.1% | +4.5% | -0.5% | +2.5% |
| 3M | -4.5% | +1.3% | -5.9% | -5.1% |
| 6M | +49.2% | +8.7% | +40.6% | +45.2% |
| YTD | +35.2% | +9.2% | +26.0% | +30.8% |
| 1Y | +38.3% | +7.0% | +31.3% | +34.6% |
| 3Y | -19.0% | +51.4% | -70.4% | -30.5% |
| 5Y | -64.2% | +47.7% | -111.9% | -69.2% |
| All | -33.1% | +126.1% | -159.3% | -46.3% |
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