-33.4%
BAX vs BR
-5.1%
-28.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.1% | -5.0% | -0.1% | -3.5% |
| 30D | -12.2% | -2.5% | -9.7% | -11.5% |
| 3M | +21.8% | +13.5% | +8.3% | +16.4% |
| 6M | +36.3% | -9.4% | +45.7% | +40.1% |
| YTD | +27.8% | -23.3% | +51.1% | +41.4% |
| 1Y | -0.1% | -31.6% | +31.5% | +16.9% |
| All | -33.4% | -5.1% | -28.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling