-14.9%
BAX vs FTI
+210.5%
-225.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +9.0% | -4.3% | +13.4% | +9.5% |
| 30D | +8.5% | -8.0% | +16.5% | +9.3% |
| 3M | -4.1% | -8.0% | +3.9% | -3.4% |
| 6M | +46.9% | -8.7% | +55.6% | +47.4% |
| YTD | +38.4% | +43.9% | -5.5% | +28.2% |
| 1Y | +47.0% | +49.8% | -2.8% | +35.3% |
| 3Y | -14.9% | +211.7% | -226.6% | -28.0% |
| All | -14.9% | +210.5% | -225.4% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling