+9.8%
BAX vs ES
+16.6%
-6.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -5.5% | -2.0% | -3.5% | -4.8% |
| 3M | +33.5% | +1.7% | +31.9% | +33.0% |
| 6M | +35.9% | -3.5% | +39.4% | +36.1% |
| YTD | +35.4% | +7.9% | +27.4% | +32.7% |
| 1Y | +9.8% | +17.2% | -7.4% | +7.6% |
| All | +9.8% | +16.6% | -6.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling