-65.8%
BAX vs ECL
+31.2%
-97.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | -2.6% | +1.5% | +0.1% |
| 30D | -5.5% | -2.2% | -3.3% | -4.4% |
| 3M | +33.5% | +10.1% | +23.4% | +27.9% |
| 6M | +35.9% | -5.7% | +41.6% | +39.4% |
| YTD | +35.4% | +7.0% | +28.4% | +31.8% |
| 1Y | +9.8% | +2.7% | +7.1% | +8.5% |
| 3Y | -32.7% | +57.7% | -90.4% | -44.0% |
| All | -65.8% | +31.2% | -97.0% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling