-39.3%
BAX vs FTI
+305.3%
-344.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -7.9% | -4.4% | -3.5% | -7.4% |
| 30D | -11.7% | +1.5% | -13.1% | -11.8% |
| 3M | +16.2% | +8.2% | +8.0% | +14.9% |
| 6M | +32.0% | +18.8% | +13.1% | +28.9% |
| YTD | +24.7% | +71.7% | -47.0% | +17.0% |
| 1Y | -2.6% | +90.0% | -92.7% | -9.8% |
| 3Y | -35.0% | +270.5% | -305.5% | -44.4% |
| 5Y | -67.6% | +1,084.5% | -1,152.1% | -75.9% |
| All | -39.3% | +305.3% | -344.6% | -50.2% |
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