+29.6%
BAX vs BR
+1,321.0%
-1,291.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.2% |
| 7D | -1.1% | -5.3% | +4.1% | +0.7% |
| 30D | -5.5% | +6.4% | -11.9% | -7.6% |
| 3M | +33.5% | +13.6% | +19.9% | +27.5% |
| 6M | +35.9% | -6.7% | +42.6% | +37.9% |
| YTD | +35.4% | -21.1% | +56.5% | +45.2% |
| 1Y | +9.8% | -29.6% | +39.3% | +22.5% |
| 3Y | -32.7% | -2.4% | -30.4% | -33.4% |
| 5Y | -65.6% | +11.2% | -76.8% | -67.9% |
| 10Y | -34.9% | +191.8% | -226.7% | -56.6% |
| All | +29.6% | +1,321.0% | -1,291.3% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling