-65.8%
BAX vs FFIV
+91.3%
-157.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | -1.0% | -0.2% | -1.0% |
| 30D | -5.5% | -5.1% | -0.4% | -4.5% |
| 3M | +33.5% | -4.5% | +38.0% | +34.1% |
| 6M | +35.9% | +36.5% | -0.6% | +24.6% |
| YTD | +35.4% | +53.0% | -17.6% | +20.9% |
| 1Y | +9.8% | +24.2% | -14.5% | +2.1% |
| 3Y | -32.7% | +137.2% | -169.9% | -47.1% |
| All | -65.8% | +91.3% | -157.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling