+48.0%
BAX vs BN
-3.9%
+51.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.1% | +1.3% |
| 7D | +4.1% | +12.0% | -7.9% | -1.1% |
| 30D | +9.4% | +17.0% | -7.6% | +1.9% |
| 3M | -6.5% | -3.2% | -3.3% | -5.2% |
| 6M | +59.6% | -3.9% | +63.4% | +62.0% |
| YTD | +38.9% | -5.6% | +44.5% | +37.4% |
| 1Y | +48.0% | -4.7% | +52.7% | +45.3% |
| All | +48.0% | -3.9% | +51.9% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling