-36.8%
BAX vs ES
+85.7%
-122.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.7% |
| 7D | +12.1% | +1.9% | +10.2% | +11.2% |
| 30D | +7.6% | +7.1% | +0.5% | +4.4% |
| 3M | -4.5% | -1.9% | -2.5% | -4.0% |
| 6M | +52.0% | +4.4% | +47.7% | +49.1% |
| YTD | +35.1% | +7.3% | +27.8% | +30.7% |
| 1Y | +43.7% | +2.1% | +41.6% | +41.2% |
| 3Y | -20.9% | +41.8% | -62.8% | -33.4% |
| 5Y | -63.5% | +1.4% | -65.0% | -65.1% |
| All | -36.8% | +85.7% | -122.6% | -48.4% |
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