+49.1%
BAX vs FFIV
+28.6%
+20.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +3.6% | -4.2% | +7.8% | +4.1% |
| 30D | +8.5% | -33.9% | +42.4% | +12.8% |
| 3M | -4.9% | -22.6% | +17.7% | -3.8% |
| 6M | +47.0% | -10.4% | +57.4% | +39.6% |
| YTD | +38.4% | +24.3% | +14.1% | +12.7% |
| 1Y | +49.1% | +31.8% | +17.3% | +17.4% |
| All | +49.1% | +28.6% | +20.5% | +17.4% |
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 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