-32.0%
BAX vs EFX
-12.5%
-19.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.6% |
| 7D | -2.4% | -7.8% | +5.4% | +0.4% |
| 30D | -9.7% | -5.7% | -4.0% | -8.0% |
| 3M | +29.3% | +2.5% | +26.7% | +27.2% |
| 6M | +40.7% | -16.7% | +57.3% | +48.5% |
| YTD | +30.3% | -20.2% | +50.5% | +39.0% |
| 1Y | +3.4% | -31.4% | +34.8% | +16.1% |
| 3Y | -32.0% | -10.5% | -21.5% | -33.7% |
| All | -32.0% | -12.5% | -19.5% | -33.7% |
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