-33.3%
BAX vs FFIV
+124.6%
-157.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +3.4% | -33.3% | +36.7% | +12.2% |
| 3M | -4.5% | -24.9% | +20.4% | +0.5% |
| 6M | +44.0% | -10.5% | +54.5% | +44.2% |
| YTD | +34.9% | +24.4% | +10.4% | +23.6% |
| 1Y | +37.9% | +32.3% | +5.7% | +24.4% |
| 3Y | -17.1% | +99.7% | -116.8% | -34.4% |
| 5Y | -64.3% | +38.4% | -102.7% | -69.5% |
| All | -33.3% | +124.6% | -157.9% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling