+7.9%
BAX vs FIVE
+826.1%
-818.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.7% |
| 7D | +9.1% | -1.7% | +10.9% | +9.4% |
| 30D | +5.3% | +14.9% | -9.6% | +3.4% |
| 3M | -6.1% | +7.6% | -13.7% | -7.2% |
| 6M | +53.3% | +6.4% | +46.9% | +51.2% |
| YTD | +34.4% | +28.1% | +6.3% | +29.5% |
| 1Y | +43.2% | +54.7% | -11.5% | +34.7% |
| 3Y | -20.1% | +36.1% | -56.2% | -26.5% |
| 5Y | -63.7% | +14.9% | -78.6% | -66.6% |
| 10Y | -36.3% | +578.8% | -615.2% | -53.9% |
| All | +7.9% | +826.1% | -818.2% | -26.5% |
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 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