-33.4%
BAX vs FTV
+119.0%
-152.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -4.5% | +7.5% | -12.0% | -7.3% |
| 6M | +52.0% | +8.5% | +43.6% | +46.7% |
| YTD | +35.1% | +18.8% | +16.4% | +25.9% |
| 1Y | +43.7% | +28.5% | +15.2% | +30.1% |
| 3Y | -20.9% | +34.0% | -54.9% | -29.9% |
| 5Y | -63.5% | +12.6% | -76.2% | -66.4% |
| 10Y | -36.0% | +111.4% | -147.4% | -51.4% |
| All | -33.4% | +119.0% | -152.5% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling