-34.4%
BAX vs FFIV
+216.0%
-250.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | -1.0% | -0.2% | -0.9% |
| 30D | -5.5% | -5.1% | -0.4% | -4.5% |
| 3M | +33.5% | -4.5% | +38.0% | +34.2% |
| 6M | +35.9% | +36.5% | -0.6% | +24.3% |
| YTD | +35.4% | +53.0% | -17.6% | +20.4% |
| 1Y | +9.8% | +24.2% | -14.5% | +2.2% |
| 3Y | -32.7% | +137.2% | -169.9% | -47.7% |
| 5Y | -65.6% | +91.8% | -157.3% | -72.4% |
| All | -34.4% | +216.0% | -250.4% | -54.1% |
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