-29.4%
BAX vs FTI
+292.5%
-321.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.1% | +5.3% | -6.4% | -1.7% |
| 30D | -5.5% | +15.3% | -20.8% | -6.9% |
| 3M | +33.5% | +15.8% | +17.8% | +30.8% |
| 6M | +35.9% | +22.6% | +13.3% | +31.4% |
| YTD | +35.4% | +79.5% | -44.2% | +23.3% |
| 1Y | +9.8% | +102.0% | -92.3% | -2.0% |
| All | -29.4% | +292.5% | -321.9% | -41.5% |
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