+875.9%
BAX vs EFX
+6,408.3%
-5,532.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +2.6% |
| 7D | -1.1% | -8.6% | +7.5% | +1.0% |
| 30D | -5.5% | +0.1% | -5.6% | -5.6% |
| 3M | +33.5% | +3.8% | +29.7% | +31.9% |
| 6M | +35.9% | -13.5% | +49.4% | +40.0% |
| YTD | +35.4% | -17.7% | +53.0% | +40.8% |
| 1Y | +9.8% | -25.6% | +35.3% | +16.9% |
| 3Y | -32.7% | -12.1% | -20.6% | -32.1% |
| 5Y | -65.6% | -33.8% | -31.7% | -63.6% |
| 10Y | -34.9% | +45.1% | -80.1% | -44.8% |
| All | +875.9% | +6,408.3% | -5,532.3% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling