+875.9%
BAX vs BN
+15,251.3%
-14,375.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | -2.5% | +1.3% | -0.6% |
| 30D | -5.5% | -9.5% | +4.0% | -3.2% |
| 3M | +33.5% | -10.4% | +43.9% | +37.1% |
| 6M | +35.9% | -6.4% | +42.2% | +38.1% |
| YTD | +35.4% | -11.9% | +47.2% | +39.2% |
| 1Y | +9.8% | -8.6% | +18.4% | +11.8% |
| 3Y | -32.7% | +77.6% | -110.3% | -42.0% |
| 5Y | -65.6% | +37.0% | -102.6% | -69.0% |
| 10Y | -34.9% | +266.4% | -301.3% | -53.8% |
| All | +875.9% | +15,251.3% | -14,375.4% | +310.3% |
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 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