+48.0%
BAX vs EFX
-7.5%
+55.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.2% |
| 7D | +4.1% | +9.2% | -5.1% | +1.1% |
| 30D | +9.4% | +34.8% | -25.4% | -1.5% |
| 3M | -6.5% | +8.8% | -15.3% | -9.3% |
| 6M | +59.6% | +12.3% | +47.3% | +51.6% |
| YTD | +38.9% | -10.6% | +49.5% | +42.1% |
| 1Y | +48.0% | -6.7% | +54.7% | +48.0% |
| All | +48.0% | -7.5% | +55.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling