+237.7%
BAC vs BAX
-34.5%
+272.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | +3.6% | -1.6% | +0.9% |
| 30D | -6.7% | +8.5% | -15.2% | -9.5% |
| 3M | -20.2% | -4.9% | -15.4% | -19.3% |
| 6M | -0.2% | +47.0% | -47.2% | -13.8% |
| YTD | -6.4% | +38.4% | -44.8% | -18.8% |
| 1Y | -3.1% | +49.1% | -52.2% | -18.4% |
| 3Y | +96.7% | -14.9% | +111.6% | +94.3% |
| 5Y | +21.3% | -63.1% | +84.4% | +75.8% |
| 10Y | +237.7% | -35.6% | +273.3% | +356.3% |
| All | +237.7% | -34.5% | +272.2% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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