+3.4%
BAX vs FFIV
+23.1%
-19.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -2.4% | -1.5% | -0.9% | -2.1% |
| 30D | -9.7% | -2.7% | -7.1% | -9.4% |
| 3M | +29.3% | -1.7% | +30.9% | +28.4% |
| 6M | +40.7% | +36.1% | +4.5% | +24.6% |
| YTD | +30.3% | +52.6% | -22.4% | +11.6% |
| 1Y | +3.4% | +21.5% | -18.1% | -11.8% |
| All | +3.4% | +23.1% | -19.7% | -11.8% |
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 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