+9.8%
BAX vs FFIV
+25.9%
-16.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | -1.0% | -0.2% | -1.0% |
| 30D | -5.5% | -5.1% | -0.4% | -4.6% |
| 3M | +33.5% | -4.5% | +38.0% | +33.8% |
| 6M | +35.9% | +36.5% | -0.6% | +20.3% |
| YTD | +35.4% | +53.0% | -17.6% | +16.0% |
| 1Y | +9.8% | +24.2% | -14.5% | -7.6% |
| All | +9.8% | +25.9% | -16.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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