-38.3%
BAX vs EFV
+167.0%
-205.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -5.4% | -2.0% | -3.4% | -4.1% |
| 30D | -12.4% | -0.2% | -12.2% | -12.3% |
| 3M | +19.1% | +9.1% | +10.0% | +12.5% |
| 6M | +38.6% | +11.7% | +26.9% | +29.1% |
| YTD | +26.7% | +17.0% | +9.7% | +14.6% |
| 1Y | +1.0% | +26.7% | -25.7% | -13.0% |
| 3Y | -33.9% | +90.2% | -124.0% | -55.4% |
| 5Y | -67.0% | +96.1% | -163.1% | -78.4% |
| All | -38.3% | +167.0% | -205.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EFV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling