-63.3%
BAX vs EFX
-29.6%
-33.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -4.6% | +3.8% | -8.4% | -6.3% |
| 6M | +50.4% | +13.0% | +37.4% | +43.0% |
| YTD | +38.0% | -12.4% | +50.4% | +41.2% |
| 1Y | +44.6% | -10.4% | +55.0% | +46.9% |
| 3Y | -15.1% | +4.4% | -19.6% | -18.2% |
| 5Y | -63.3% | -28.9% | -34.4% | -63.3% |
| All | -63.3% | -29.6% | -33.7% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling