-38.3%
BAX vs BG
+171.4%
-209.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -5.4% | +3.7% | -9.2% | -6.2% |
| 30D | -12.4% | +12.3% | -24.7% | -14.6% |
| 3M | +19.1% | -2.2% | +21.3% | +19.1% |
| 6M | +38.6% | +5.3% | +33.3% | +36.0% |
| YTD | +26.7% | +42.4% | -15.7% | +15.8% |
| 1Y | +1.0% | +55.2% | -54.2% | -9.5% |
| 3Y | -33.9% | +21.0% | -54.8% | -38.4% |
| 5Y | -67.0% | +87.1% | -154.2% | -72.4% |
| All | -38.3% | +171.4% | -209.8% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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