+38.3%
BAX vs FIVE
+62.4%
-24.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | +2.7% | -2.6% | -0.4% |
| 30D | +4.1% | +12.7% | -8.6% | +1.6% |
| 3M | -4.5% | +2.1% | -6.6% | -5.1% |
| 6M | +49.2% | +17.5% | +31.8% | +41.6% |
| YTD | +35.2% | +31.0% | +4.3% | +23.8% |
| 1Y | +38.3% | +67.7% | -29.5% | +11.9% |
| All | +38.3% | +62.4% | -24.2% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling