-34.4%
BAX vs FTI
+180.1%
-214.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | +6.3% | -6.3% | +12.5% | +6.9% |
| 3M | -4.6% | -13.1% | +8.6% | -3.3% |
| 6M | +50.4% | -8.0% | +58.4% | +51.0% |
| YTD | +38.0% | +47.1% | -9.0% | +31.4% |
| 1Y | +44.6% | +50.7% | -6.1% | +37.3% |
| 3Y | -15.1% | +209.0% | -224.1% | -26.1% |
| 5Y | -63.3% | +847.0% | -910.3% | -72.0% |
| 10Y | -34.4% | +184.3% | -218.7% | -44.0% |
| All | -34.4% | +180.1% | -214.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling