+140.2%
BAX vs BB
+325.9%
-185.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.6% | +11.6% | -8.0% | +3.1% |
| 30D | +8.5% | +2.6% | +5.9% | +8.2% |
| 3M | -4.9% | +3.5% | -8.4% | -5.3% |
| 6M | +47.0% | +43.5% | +3.5% | +43.1% |
| YTD | +38.4% | +141.2% | -102.7% | +31.1% |
| 1Y | +49.1% | +97.4% | -48.3% | +42.5% |
| 3Y | -14.9% | +151.1% | -166.0% | -20.9% |
| 5Y | -63.1% | -12.8% | -50.3% | -64.4% |
| 10Y | -35.6% | +27.5% | -63.1% | -42.0% |
| All | +140.2% | +325.9% | -185.8% | +80.1% |
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 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