+897.8%
BAX vs EIX
+1,174.9%
-277.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +9.0% | +0.7% | +8.3% | +8.9% |
| 30D | +8.5% | +8.8% | -0.3% | +6.7% |
| 3M | -4.1% | -10.9% | +6.8% | -2.9% |
| 6M | +46.9% | -10.3% | +57.2% | +48.5% |
| YTD | +38.4% | +5.8% | +32.6% | +34.9% |
| 1Y | +47.0% | +11.4% | +35.6% | +41.9% |
| 3Y | -14.9% | +11.1% | -26.0% | -18.7% |
| 5Y | -62.5% | +18.5% | -81.0% | -64.9% |
| 10Y | -33.9% | +32.2% | -66.1% | -41.1% |
| All | +897.8% | +1,174.9% | -277.0% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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