+43.7%
BAX vs FE
+6.2%
+37.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +12.1% | 0.0% | +12.2% | +12.1% |
| 30D | +7.6% | +5.2% | +2.4% | +6.3% |
| 3M | -4.5% | 0.0% | -4.5% | -4.5% |
| 6M | +52.0% | +5.0% | +47.0% | +51.3% |
| YTD | +35.1% | +7.9% | +27.3% | +36.2% |
| 1Y | +43.7% | +6.3% | +37.4% | +44.1% |
| All | +43.7% | +6.2% | +37.5% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling