-33.4%
BAX vs BG
+19.0%
-52.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -12.2% | +10.3% | -22.5% | -14.0% |
| 3M | +21.8% | -1.9% | +23.7% | +22.3% |
| 6M | +36.3% | +5.2% | +31.1% | +33.5% |
| YTD | +27.8% | +41.2% | -13.4% | +14.0% |
| 1Y | -0.1% | +50.5% | -50.6% | -12.4% |
| All | -33.4% | +19.0% | -52.4% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling