-34.4%
BAX vs FFIV
+130.1%
-164.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | +6.3% | -32.4% | +38.7% | +15.0% |
| 3M | -4.6% | -22.7% | +18.1% | -0.3% |
| 6M | +50.4% | -10.7% | +61.1% | +50.6% |
| YTD | +38.0% | +25.4% | +12.7% | +26.3% |
| 1Y | +44.6% | +34.2% | +10.4% | +30.1% |
| 3Y | -15.1% | +101.2% | -116.3% | -32.9% |
| 5Y | -63.3% | +42.0% | -105.3% | -68.9% |
| 10Y | -34.4% | +126.7% | -161.1% | -54.4% |
| All | -34.4% | +130.1% | -164.4% | -54.4% |
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