+256.4%
BAX vs FE
+561.4%
-305.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.1% | +1.9% | -3.1% | -1.7% |
| 30D | -5.5% | -1.2% | -4.3% | -5.2% |
| 3M | +33.5% | +3.5% | +30.0% | +32.2% |
| 6M | +35.9% | -6.1% | +41.9% | +38.3% |
| YTD | +35.4% | +7.6% | +27.7% | +32.1% |
| 1Y | +9.8% | +11.9% | -2.2% | +5.8% |
| 3Y | -32.7% | +48.4% | -81.2% | -40.7% |
| 5Y | -65.6% | +44.8% | -110.3% | -69.6% |
| 10Y | -34.9% | +115.9% | -150.8% | -50.3% |
| All | +256.4% | +561.4% | -305.0% | +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