-33.3%
BAX vs FTV
+109.0%
-142.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.4% | +3.7% | -3.4% | -1.1% |
| 30D | +3.4% | +16.8% | -13.4% | -2.8% |
| 3M | -4.5% | +10.4% | -14.8% | -8.3% |
| 6M | +44.0% | +12.8% | +31.2% | +36.7% |
| YTD | +34.9% | +23.3% | +11.6% | +23.7% |
| 1Y | +37.9% | +31.0% | +6.9% | +23.6% |
| 3Y | -17.1% | +38.6% | -55.6% | -27.6% |
| 5Y | -64.3% | +17.6% | -81.8% | -67.6% |
| All | -33.3% | +109.0% | -142.3% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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