-36.9%
BAX vs BB
+2.1%
-39.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -5.1% | +1.8% | -6.9% | -5.2% |
| 30D | -12.2% | -12.2% | +0.1% | -11.4% |
| 3M | +21.8% | -12.3% | +34.1% | +22.1% |
| 6M | +36.3% | +122.7% | -86.4% | +26.3% |
| YTD | +27.8% | +104.5% | -76.7% | +19.2% |
| 1Y | -0.1% | +106.7% | -106.7% | -7.3% |
| 3Y | -33.3% | +70.0% | -103.3% | -38.7% |
| 5Y | -67.1% | -27.8% | -39.3% | -68.5% |
| 10Y | -36.9% | +2.4% | -39.3% | -49.1% |
| All | -36.9% | +2.1% | -39.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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