-36.9%
BAX vs BN
+257.9%
-294.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.2% |
| 7D | -5.1% | -3.0% | -2.1% | -4.1% |
| 30D | -12.2% | -13.0% | +0.8% | -8.0% |
| 3M | +21.8% | -15.2% | +37.0% | +28.8% |
| 6M | +36.3% | -5.9% | +42.2% | +39.2% |
| YTD | +27.8% | -15.8% | +43.6% | +34.7% |
| 1Y | -0.1% | -12.2% | +12.1% | +3.8% |
| 3Y | -33.3% | +72.2% | -105.5% | -45.2% |
| 5Y | -67.1% | +33.2% | -100.3% | -71.3% |
| 10Y | -36.9% | +264.7% | -301.6% | -62.9% |
| All | -36.9% | +257.9% | -294.9% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling