-34.4%
BAX vs FIVE
+535.9%
-570.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +6.3% | +17.4% | -11.1% | +4.0% |
| 3M | -4.6% | +7.0% | -11.6% | -5.6% |
| 6M | +50.4% | +20.5% | +29.9% | +45.8% |
| YTD | +38.0% | +33.1% | +4.9% | +32.0% |
| 1Y | +44.6% | +67.1% | -22.5% | +34.2% |
| 3Y | -15.1% | +41.9% | -57.0% | -22.8% |
| 5Y | -63.3% | +21.1% | -84.4% | -66.7% |
| 10Y | -34.4% | +518.8% | -553.2% | -49.8% |
| All | -34.4% | +535.9% | -570.3% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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