+9.8%
BAX vs EFX
-25.2%
+35.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +3.4% |
| 7D | -1.1% | -8.6% | +7.5% | +2.1% |
| 30D | -5.5% | +0.1% | -5.6% | -5.8% |
| 3M | +33.5% | +3.8% | +29.7% | +30.1% |
| 6M | +35.9% | -13.5% | +49.4% | +41.4% |
| YTD | +35.4% | -17.7% | +53.0% | +42.7% |
| 1Y | +9.8% | -25.6% | +35.3% | +18.9% |
| All | +9.8% | -25.2% | +35.0% | +18.9% |
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