+78.9%
BAX vs EFV
+258.8%
-179.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -1.1% | +1.5% | -2.6% | -1.9% |
| 30D | -5.5% | +1.7% | -7.2% | -6.3% |
| 3M | +33.5% | +8.6% | +24.9% | +28.1% |
| 6M | +35.9% | +11.7% | +24.2% | +28.8% |
| YTD | +35.4% | +19.3% | +16.1% | +24.2% |
| 1Y | +9.8% | +30.2% | -20.5% | -3.4% |
| 3Y | -32.7% | +91.6% | -124.3% | -50.7% |
| 5Y | -65.6% | +96.4% | -161.9% | -75.2% |
| 10Y | -34.9% | +166.5% | -201.4% | -59.9% |
| All | +78.9% | +258.8% | -179.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling