-63.4%
BAX vs FTV
+13.4%
-76.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +12.1% | +0.2% | +11.9% | +12.1% |
| 30D | +7.6% | +15.7% | -8.1% | +0.6% |
| 3M | -4.5% | +7.5% | -12.0% | -7.8% |
| 6M | +52.0% | +8.5% | +43.6% | +45.7% |
| YTD | +35.1% | +18.8% | +16.4% | +24.2% |
| 1Y | +43.7% | +28.5% | +15.2% | +27.7% |
| 3Y | -20.9% | +34.0% | -54.9% | -31.5% |
| All | -63.4% | +13.4% | -76.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling