-63.1%
BAX vs ES
+1.9%
-65.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +3.6% | +0.9% | +2.8% | +3.2% |
| 30D | +8.5% | +5.9% | +2.6% | +5.9% |
| 3M | -4.9% | -1.0% | -3.8% | -4.7% |
| 6M | +47.0% | +7.2% | +39.8% | +43.0% |
| YTD | +38.4% | +7.0% | +31.5% | +34.3% |
| 1Y | +49.1% | +0.5% | +48.7% | +47.6% |
| 3Y | -14.9% | +48.7% | -63.5% | -29.2% |
| 5Y | -63.1% | +1.9% | -65.1% | -64.7% |
| All | -63.1% | +1.9% | -65.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling