-33.1%
BAX vs M
-7.1%
-26.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.1% | +7.0% | -6.9% | -0.7% |
| 30D | +4.1% | +8.9% | -4.8% | +3.0% |
| 3M | -4.5% | +4.5% | -9.0% | -5.2% |
| 6M | +49.2% | +36.2% | +13.0% | +44.3% |
| YTD | +35.2% | +15.1% | +20.1% | +32.8% |
| 1Y | +38.3% | +27.4% | +10.8% | +34.4% |
| 3Y | -19.0% | +160.1% | -179.2% | -26.9% |
| 5Y | -64.2% | -1.6% | -62.6% | -66.2% |
| All | -33.1% | -7.1% | -26.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling