-19.0%
BAX vs EFV
+91.8%
-110.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +0.1% | +2.5% | -2.5% | -2.4% |
| 30D | +4.1% | +2.9% | +1.2% | +1.0% |
| 3M | -4.5% | -1.4% | -3.1% | -3.3% |
| 6M | +49.2% | +5.5% | +43.7% | +41.2% |
| YTD | +35.2% | +16.1% | +19.2% | +16.1% |
| 1Y | +38.3% | +20.3% | +18.0% | +14.5% |
| 3Y | -19.0% | +90.4% | -109.5% | -52.2% |
| All | -19.0% | +91.8% | -110.8% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling