-33.3%
BAX vs FTV
+90.8%
-124.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -1.1% | -4.5% | +3.3% | +0.6% |
| 30D | -5.5% | -7.1% | +1.6% | -2.7% |
| 3M | +33.5% | -7.2% | +40.7% | +37.1% |
| 6M | +35.9% | -1.5% | +37.4% | +36.2% |
| YTD | +35.4% | +3.5% | +31.9% | +33.3% |
| 1Y | +9.8% | +20.3% | -10.6% | +2.1% |
| 3Y | -32.7% | -3.1% | -29.6% | -33.1% |
| 5Y | -65.6% | +2.3% | -67.9% | -66.9% |
| 10Y | -34.9% | +76.3% | -111.2% | -47.5% |
| All | -33.3% | +90.8% | -124.1% | -46.1% |
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