+140.1%
BAX vs BB
+329.7%
-189.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +2.1% |
| 7D | +9.0% | +15.0% | -5.9% | +8.3% |
| 30D | +8.5% | +3.5% | +5.0% | +8.1% |
| 3M | -4.1% | +2.7% | -6.8% | -4.5% |
| 6M | +46.9% | +44.7% | +2.2% | +43.0% |
| YTD | +38.4% | +143.3% | -104.9% | +31.0% |
| 1Y | +47.0% | +102.2% | -55.2% | +40.3% |
| 3Y | -14.9% | +156.1% | -171.1% | -21.0% |
| 5Y | -62.5% | -17.6% | -44.9% | -63.7% |
| 10Y | -33.9% | +29.0% | -62.9% | -40.5% |
| All | +140.1% | +329.7% | -189.6% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling