-36.9%
BAX vs EFX
+38.5%
-75.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | -5.1% | -9.4% | +4.3% | -2.3% |
| 30D | -12.2% | -6.9% | -5.3% | -10.4% |
| 3M | +21.8% | +0.1% | +21.7% | +21.2% |
| 6M | +36.3% | -17.3% | +53.6% | +43.1% |
| YTD | +27.8% | -21.8% | +49.6% | +36.0% |
| 1Y | -0.1% | -32.5% | +32.5% | +10.8% |
| 3Y | -33.3% | -12.3% | -21.0% | -32.4% |
| 5Y | -67.1% | -36.6% | -30.5% | -64.6% |
| 10Y | -36.9% | +41.0% | -77.9% | -47.5% |
| All | -36.9% | +38.5% | -75.4% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling