-33.1%
BAX vs FTI
+189.4%
-222.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +0.1% | +4.3% | -4.2% | -0.3% |
| 30D | +4.1% | -4.7% | +8.7% | +4.5% |
| 3M | -4.5% | -13.5% | +9.0% | -3.3% |
| 6M | +49.2% | -8.7% | +58.0% | +50.0% |
| YTD | +35.2% | +49.0% | -13.8% | +28.6% |
| 1Y | +38.3% | +54.0% | -15.7% | +31.0% |
| 3Y | -19.0% | +211.6% | -230.7% | -29.6% |
| 5Y | -64.2% | +881.9% | -946.0% | -72.8% |
| All | -33.1% | +189.4% | -222.5% | -42.7% |
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