-63.3%
BAX vs FIVE
+19.0%
-82.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +34.4% |
| 3Y | -15.1% | +41.9% | -57.0% | -23.9% |
| 5Y | -63.3% | +21.1% | -84.4% | -67.4% |
| All | -63.3% | +19.0% | -82.3% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling