+49.1%
BAX vs FTI
+2,165.1%
-2,116.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | +5.3% | -6.4% | -1.8% |
| 30D | -5.5% | +15.3% | -20.8% | -7.2% |
| 3M | +33.5% | +15.8% | +17.8% | +30.5% |
| 6M | +35.9% | +22.6% | +13.3% | +31.5% |
| YTD | +35.4% | +79.5% | -44.2% | +24.5% |
| 1Y | +9.8% | +102.0% | -92.3% | -0.8% |
| 3Y | -32.7% | +315.8% | -348.6% | -45.5% |
| 5Y | -65.6% | +1,129.5% | -1,195.1% | -76.5% |
| 10Y | -34.9% | +320.9% | -355.9% | -52.4% |
| All | +49.1% | +2,165.1% | -2,116.0% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling