-20.9%
BAX vs BB
+132.4%
-153.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.3% |
| 7D | +12.1% | +3.8% | +8.3% | +11.8% |
| 30D | +7.6% | -0.3% | +7.9% | +7.4% |
| 3M | -4.5% | -0.5% | -4.0% | -4.8% |
| 6M | +52.0% | +45.9% | +6.1% | +44.6% |
| YTD | +35.1% | +130.6% | -95.5% | +23.1% |
| 1Y | +43.7% | +89.2% | -45.5% | +32.5% |
| 3Y | -20.9% | +137.5% | -158.4% | -29.8% |
| All | -20.9% | +132.4% | -153.4% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling