+53.3%
BAX vs FIVE
+3.9%
+49.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -3.0% |
| 7D | +9.1% | -1.7% | +10.9% | +9.2% |
| 30D | +5.3% | +14.9% | -9.6% | +4.6% |
| 3M | -6.1% | +7.6% | -13.7% | -6.0% |
| 6M | +53.3% | +6.4% | +46.9% | +51.8% |
| All | +53.3% | +3.9% | +49.3% | +51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling