+869.1%
BAX vs ES
+1,275.7%
-406.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.8% |
| 7D | +9.1% | +5.9% | +3.2% | +7.3% |
| 30D | +5.3% | +10.2% | -4.9% | +2.2% |
| 3M | -6.1% | +0.4% | -6.5% | -6.4% |
| 6M | +53.3% | +6.9% | +46.4% | +50.2% |
| YTD | +34.4% | +10.5% | +23.9% | +30.2% |
| 1Y | +43.2% | +3.2% | +40.0% | +41.1% |
| 3Y | -20.1% | +49.0% | -69.2% | -29.9% |
| 5Y | -63.7% | +4.5% | -68.2% | -65.0% |
| 10Y | -36.3% | +92.3% | -128.7% | -48.1% |
| All | +869.1% | +1,275.7% | -406.6% | +360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling