-35.6%
BAX vs FIVE
+562.8%
-598.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.6% | +7.3% | -3.7% | +2.7% |
| 30D | +8.5% | +18.1% | -9.6% | +6.0% |
| 3M | -4.9% | +7.7% | -12.6% | -6.0% |
| 6M | +47.0% | +13.6% | +33.4% | +43.6% |
| YTD | +38.4% | +34.6% | +3.9% | +32.2% |
| 1Y | +49.1% | +66.2% | -17.1% | +38.5% |
| 3Y | -14.9% | +43.5% | -58.4% | -22.7% |
| 5Y | -63.1% | +20.7% | -83.8% | -66.5% |
| 10Y | -35.6% | +541.5% | -577.1% | -50.5% |
| All | -35.6% | +562.8% | -598.4% | -50.5% |
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