+141.4%
BAX vs FFIV
+5,965.2%
-5,823.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +12.1% | -8.1% | +20.3% | +12.6% |
| 30D | +7.6% | -33.4% | +41.0% | +9.8% |
| 3M | -4.5% | -24.7% | +20.3% | -3.2% |
| 6M | +52.0% | -8.8% | +60.9% | +52.2% |
| YTD | +35.1% | +21.8% | +13.4% | +33.0% |
| 1Y | +43.7% | +25.3% | +18.4% | +41.3% |
| 3Y | -20.9% | +101.2% | -122.1% | -24.5% |
| 5Y | -63.5% | +40.2% | -103.8% | -64.7% |
| 10Y | -36.0% | +129.0% | -165.0% | -39.7% |
| All | +141.4% | +5,965.2% | -5,823.8% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling