+875.9%
BAX vs ES
+1,243.3%
-367.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -5.5% | -2.0% | -3.5% | -4.9% |
| 3M | +33.5% | +1.7% | +31.9% | +32.9% |
| 6M | +35.9% | -3.5% | +39.4% | +37.3% |
| YTD | +35.4% | +7.9% | +27.4% | +32.2% |
| 1Y | +9.8% | +17.2% | -7.4% | +4.2% |
| 3Y | -32.7% | +29.3% | -62.0% | -38.5% |
| 5Y | -65.6% | -5.7% | -59.8% | -65.8% |
| 10Y | -34.9% | +85.2% | -120.1% | -46.3% |
| All | +875.9% | +1,243.3% | -367.4% | +367.7% |
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 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