+52.5%
BAX vs FTI
+1,731.3%
-1,678.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +3.6% | -3.3% | +6.9% | +4.1% |
| 30D | +8.5% | -7.2% | +15.7% | +9.4% |
| 3M | -4.9% | -12.9% | +8.0% | -3.4% |
| 6M | +47.0% | -7.9% | +54.9% | +47.7% |
| YTD | +38.4% | +45.2% | -6.7% | +30.7% |
| 1Y | +49.1% | +48.1% | +1.1% | +40.4% |
| 3Y | -14.9% | +205.0% | -219.9% | -28.2% |
| 5Y | -63.1% | +838.8% | -901.9% | -73.9% |
| 10Y | -35.6% | +174.8% | -210.4% | -50.1% |
| All | +52.5% | +1,731.3% | -1,678.8% | -16.9% |
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