-37.8%
BAX vs EFV
+167.8%
-205.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | -12.2% | 0.0% | -12.2% | -12.2% |
| 3M | +21.8% | +8.4% | +13.4% | +15.6% |
| 6M | +36.3% | +12.3% | +24.0% | +26.5% |
| YTD | +27.8% | +17.4% | +10.4% | +15.3% |
| 1Y | -0.1% | +27.1% | -27.2% | -14.1% |
| 3Y | -33.3% | +90.7% | -124.0% | -55.1% |
| 5Y | -67.1% | +95.6% | -162.7% | -78.4% |
| All | -37.8% | +167.8% | -205.6% | -65.0% |
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