+874.4%
BAX vs BN
+15,687.7%
-14,813.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +12.1% | +5.3% | +6.8% | +10.7% |
| 30D | +7.6% | +11.9% | -4.3% | +4.7% |
| 3M | -4.5% | -5.7% | +1.3% | -3.2% |
| 6M | +52.0% | -10.6% | +62.6% | +56.1% |
| YTD | +35.1% | -9.4% | +44.5% | +37.9% |
| 1Y | +43.7% | -8.8% | +52.5% | +46.3% |
| 3Y | -20.9% | +95.6% | -116.6% | -33.1% |
| 5Y | -63.5% | +30.2% | -93.7% | -66.8% |
| 10Y | -36.0% | +277.0% | -313.0% | -54.9% |
| All | +874.4% | +15,687.7% | -14,813.3% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling