-34.4%
BAX vs ES
+92.3%
-126.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.3% | +6.7% | -0.4% | +3.3% |
| 3M | -4.6% | +0.3% | -4.9% | -5.0% |
| 6M | +50.4% | +7.4% | +43.0% | +45.9% |
| YTD | +38.0% | +8.4% | +29.6% | +32.9% |
| 1Y | +44.6% | +0.6% | +44.0% | +42.9% |
| 3Y | -15.1% | +50.6% | -65.8% | -30.3% |
| 5Y | -63.3% | +4.8% | -68.1% | -65.3% |
| 10Y | -34.4% | +93.1% | -127.5% | -46.6% |
| All | -34.4% | +92.3% | -126.7% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling