-33.1%
BAX vs FTV
+109.2%
-142.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +3.9% | -3.8% | -1.4% |
| 30D | +4.1% | +18.7% | -14.6% | -2.8% |
| 3M | -4.5% | +10.0% | -14.6% | -8.3% |
| 6M | +49.2% | +14.6% | +34.7% | +40.8% |
| YTD | +35.2% | +23.4% | +11.8% | +24.0% |
| 1Y | +38.3% | +31.3% | +7.0% | +23.9% |
| 3Y | -19.0% | +39.8% | -58.8% | -29.6% |
| 5Y | -64.2% | +17.7% | -81.9% | -67.6% |
| All | -33.1% | +109.2% | -142.4% | -51.1% |
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