-35.6%
BAX vs ESI
+306.3%
-341.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +3.6% | -6.6% | +10.3% | +5.1% |
| 30D | +8.5% | -9.8% | +18.3% | +10.6% |
| 3M | -4.9% | -11.9% | +7.1% | -2.9% |
| 6M | +47.0% | -25.1% | +72.1% | +53.8% |
| YTD | +38.4% | +31.9% | +6.5% | +24.7% |
| 1Y | +49.1% | +19.2% | +29.9% | +37.5% |
| 3Y | -14.9% | +76.2% | -91.0% | -29.6% |
| 5Y | -63.1% | +39.4% | -102.5% | -68.5% |
| 10Y | -35.6% | +304.9% | -340.5% | -56.5% |
| All | -35.6% | +306.3% | -341.9% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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