-33.9%
BAX vs ECL
+205.6%
-239.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.6% |
| 7D | +9.0% | -0.5% | +9.6% | +9.3% |
| 30D | +8.5% | +8.8% | -0.4% | +4.6% |
| 3M | -4.1% | +7.8% | -12.0% | -7.2% |
| 6M | +46.9% | +21.3% | +25.6% | +35.5% |
| YTD | +38.4% | +17.8% | +20.6% | +29.6% |
| 1Y | +47.0% | +21.1% | +25.9% | +36.1% |
| 3Y | -14.9% | +80.1% | -95.0% | -32.7% |
| 5Y | -62.5% | +40.5% | -103.0% | -68.1% |
| 10Y | -33.9% | +197.7% | -231.7% | -58.7% |
| All | -33.9% | +205.6% | -239.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling