+8.7%
BAX vs FIVE
+868.1%
-859.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.4% |
| 7D | -1.1% | +4.3% | -5.4% | -1.7% |
| 30D | -5.5% | +12.5% | -18.0% | -6.9% |
| 3M | +33.5% | +31.2% | +2.3% | +28.9% |
| 6M | +35.9% | +14.4% | +21.5% | +32.9% |
| YTD | +35.4% | +33.9% | +1.5% | +29.9% |
| 1Y | +9.8% | +65.1% | -55.3% | +2.5% |
| 3Y | -32.7% | +49.0% | -81.7% | -38.7% |
| 5Y | -65.6% | +30.3% | -95.8% | -68.8% |
| 10Y | -34.9% | +481.1% | -516.0% | -52.2% |
| All | +8.7% | +868.1% | -859.4% | -26.3% |
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