-33.9%
BAX vs FFIV
+132.4%
-166.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.9% |
| 7D | +9.0% | -2.1% | +11.1% | +9.6% |
| 30D | +8.5% | -33.8% | +42.2% | +17.9% |
| 3M | -4.1% | -20.6% | +16.5% | -0.5% |
| 6M | +46.9% | -10.2% | +57.2% | +47.0% |
| YTD | +38.4% | +24.5% | +13.9% | +26.8% |
| 1Y | +47.0% | +29.3% | +17.7% | +33.4% |
| 3Y | -14.9% | +103.8% | -118.7% | -33.0% |
| 5Y | -62.5% | +40.9% | -103.4% | -68.2% |
| 10Y | -33.9% | +126.6% | -160.5% | -53.8% |
| All | -33.9% | +132.4% | -166.3% | -53.8% |
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