+255.9%
BAX vs FE
+556.6%
-300.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -4.5% | -1.0% | -3.5% | -4.3% |
| 6M | +52.0% | +4.0% | +48.0% | +50.2% |
| YTD | +35.1% | +6.8% | +28.3% | +32.2% |
| 1Y | +43.7% | +5.3% | +38.4% | +41.1% |
| 3Y | -20.9% | +44.6% | -65.5% | -29.7% |
| 5Y | -63.5% | +44.2% | -107.8% | -67.8% |
| 10Y | -36.0% | +107.3% | -143.3% | -50.6% |
| All | +255.9% | +556.6% | -300.8% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling