-67.1%
BAX vs FTV
+1.8%
-68.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -5.1% | -1.3% | -3.8% | -4.5% |
| 30D | -12.2% | -9.5% | -2.7% | -8.1% |
| 3M | +21.8% | -10.9% | +32.7% | +27.9% |
| 6M | +36.3% | -0.6% | +36.9% | +36.0% |
| YTD | +27.8% | +1.4% | +26.4% | +26.5% |
| 1Y | -0.1% | +17.6% | -17.7% | -7.2% |
| 3Y | -33.3% | -3.3% | -30.1% | -34.3% |
| 5Y | -67.1% | -0.1% | -66.9% | -69.9% |
| All | -67.1% | +1.8% | -68.9% | -69.9% |
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