-17.4%
BAX vs EFX
+5.0%
-22.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | -2.0% | +1.4% | 0.0% |
| 30D | +6.3% | +27.9% | -21.6% | -3.0% |
| 3M | -4.6% | +3.8% | -8.4% | -6.4% |
| 6M | +50.4% | +13.0% | +37.4% | +42.1% |
| YTD | +38.0% | -12.4% | +50.4% | +41.9% |
| 1Y | +44.6% | -10.4% | +55.0% | +47.3% |
| All | -17.4% | +5.0% | -22.4% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling