-66.8%
BAX vs BR
+7.6%
-74.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.1% | -5.0% | -0.1% | -3.4% |
| 30D | -12.2% | -2.5% | -9.7% | -11.5% |
| 3M | +21.8% | +13.5% | +8.3% | +16.2% |
| 6M | +36.3% | -9.4% | +45.7% | +40.2% |
| YTD | +27.8% | -23.3% | +51.1% | +40.0% |
| 1Y | -0.1% | -31.6% | +31.5% | +14.8% |
| 3Y | -33.3% | -5.1% | -28.2% | -33.1% |
| All | -66.8% | +7.6% | -74.3% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling