+54.7%
BAX vs BG
+1,131.5%
-1,076.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -1.1% | +2.8% | -3.9% | -1.7% |
| 30D | -5.5% | +12.0% | -17.5% | -7.5% |
| 3M | +33.5% | -7.7% | +41.2% | +34.9% |
| 6M | +35.9% | +4.5% | +31.4% | +33.8% |
| YTD | +35.4% | +35.7% | -0.3% | +26.8% |
| 1Y | +9.8% | +50.1% | -40.3% | +0.9% |
| 3Y | -32.7% | +12.6% | -45.3% | -35.5% |
| 5Y | -65.6% | +75.4% | -141.0% | -69.8% |
| 10Y | -34.9% | +150.5% | -185.4% | -48.5% |
| All | +54.7% | +1,131.5% | -1,076.8% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling