+134.8%
BAX vs BB
+258.8%
-124.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | -5.6% | +4.5% | -0.9% |
| 30D | -5.5% | -11.8% | +6.3% | -4.9% |
| 3M | +33.5% | -25.5% | +59.1% | +34.9% |
| 6M | +35.9% | +121.3% | -85.4% | +29.5% |
| YTD | +35.4% | +103.2% | -67.8% | +29.5% |
| 1Y | +9.8% | +102.6% | -92.9% | +4.8% |
| 3Y | -32.7% | +37.5% | -70.2% | -35.6% |
| 5Y | -65.6% | -30.4% | -35.1% | -66.4% |
| 10Y | -34.9% | 0.0% | -34.9% | -40.5% |
| All | +134.8% | +258.8% | -124.0% | +78.0% |
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