+8.5%
BAX vs FIVE
+822.5%
-813.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +12.1% | -0.3% | +12.4% | +12.2% |
| 30D | +7.6% | +17.7% | -10.1% | +5.3% |
| 3M | -4.5% | +4.0% | -8.5% | -5.2% |
| 6M | +52.0% | +2.6% | +49.4% | +50.6% |
| YTD | +35.1% | +27.6% | +7.6% | +30.3% |
| 1Y | +43.7% | +59.9% | -16.2% | +34.7% |
| 3Y | -20.9% | +35.8% | -56.7% | -27.2% |
| 5Y | -63.5% | +14.4% | -78.0% | -66.4% |
| 10Y | -36.0% | +576.1% | -612.1% | -53.7% |
| All | +8.5% | +822.5% | -813.9% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling