-64.2%
BAX vs BG
+21.9%
-86.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | +4.1% | -6.7% | +10.7% | +5.5% |
| 3M | -4.5% | -9.3% | +4.7% | -3.0% |
| 6M | +49.2% | -18.3% | +67.6% | +54.6% |
| YTD | +35.2% | +16.2% | +19.1% | +27.1% |
| 1Y | +38.3% | +7.6% | +30.7% | +32.6% |
| 3Y | -19.0% | +6.6% | -25.6% | -24.2% |
| All | -64.2% | +21.9% | -86.1% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling