-35.6%
BAX vs BN
+280.2%
-315.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.5% |
| 7D | +3.6% | +4.3% | -0.7% | +2.2% |
| 30D | +8.5% | +14.3% | -5.8% | +3.6% |
| 3M | -4.9% | -4.1% | -0.8% | -3.7% |
| 6M | +47.0% | -9.7% | +56.6% | +51.8% |
| YTD | +38.4% | -7.1% | +45.6% | +41.0% |
| 1Y | +49.1% | -7.4% | +56.6% | +51.8% |
| 3Y | -14.9% | +102.3% | -117.2% | -33.3% |
| 5Y | -63.1% | +35.9% | -99.1% | -68.1% |
| 10Y | -35.6% | +289.2% | -324.8% | -62.1% |
| All | -35.6% | +280.2% | -315.8% | -62.1% |
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