-33.1%
BAX vs BB
+21.8%
-54.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +0.1% | +1.8% | -1.8% | -0.1% |
| 30D | +4.1% | +8.1% | -4.1% | +3.3% |
| 3M | -4.5% | -1.0% | -3.5% | -4.9% |
| 6M | +49.2% | +45.9% | +3.3% | +42.9% |
| YTD | +35.2% | +134.8% | -99.6% | +24.5% |
| 1Y | +38.3% | +104.6% | -66.3% | +28.4% |
| 3Y | -19.0% | +152.8% | -171.9% | -27.8% |
| 5Y | -64.2% | -17.4% | -46.7% | -66.1% |
| All | -33.1% | +21.8% | -54.9% | -46.2% |
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