-33.3%
BAX vs EFV
+162.4%
-195.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +0.4% | +0.7% | -0.4% | -0.1% |
| 30D | +3.4% | +2.0% | +1.4% | +2.0% |
| 3M | -4.5% | -1.6% | -2.8% | -3.5% |
| 6M | +44.0% | +5.8% | +38.2% | +38.8% |
| YTD | +34.9% | +15.6% | +19.2% | +22.9% |
| 1Y | +37.9% | +19.0% | +18.9% | +23.4% |
| 3Y | -17.1% | +90.7% | -107.7% | -44.0% |
| 5Y | -64.3% | +92.8% | -157.0% | -76.3% |
| All | -33.3% | +162.4% | -195.7% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling