+253.9%
BAX vs FE
+566.1%
-312.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +9.1% | +0.6% | +8.6% | +9.0% |
| 30D | +5.3% | +6.4% | -1.1% | +3.4% |
| 3M | -6.1% | -0.5% | -5.6% | -6.1% |
| 6M | +53.3% | +4.7% | +48.5% | +51.1% |
| YTD | +34.4% | +8.4% | +26.0% | +30.9% |
| 1Y | +43.2% | +7.2% | +35.9% | +39.8% |
| 3Y | -20.1% | +44.9% | -65.0% | -29.1% |
| 5Y | -63.7% | +46.3% | -110.0% | -68.1% |
| 10Y | -36.3% | +110.3% | -146.6% | -51.1% |
| All | +253.9% | +566.1% | -312.2% | +81.1% |
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 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