+141.7%
BAX vs FFIV
+7,518.9%
-7,377.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.1% | -1.0% | -0.2% | -1.1% |
| 30D | -5.5% | -5.1% | -0.4% | -5.2% |
| 3M | +33.5% | -4.5% | +38.0% | +33.7% |
| 6M | +35.9% | +36.5% | -0.6% | +33.2% |
| YTD | +35.4% | +53.0% | -17.6% | +31.9% |
| 1Y | +9.8% | +24.2% | -14.5% | +8.1% |
| 3Y | -32.7% | +137.2% | -169.9% | -36.2% |
| 5Y | -65.6% | +91.8% | -157.3% | -67.1% |
| 10Y | -34.9% | +215.2% | -250.1% | -39.5% |
| All | +141.7% | +7,518.9% | -7,377.2% | +94.3% |
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 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