-34.4%
BAX vs M
-1.9%
-32.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.7% |
| 7D | -1.1% | +4.7% | -5.9% | -1.6% |
| 30D | -5.5% | -9.6% | +4.2% | -4.4% |
| 3M | +33.5% | +0.9% | +32.7% | +33.4% |
| 6M | +35.9% | +22.3% | +13.6% | +33.0% |
| YTD | +35.4% | +6.5% | +28.8% | +34.2% |
| 1Y | +9.8% | +38.8% | -29.0% | +6.0% |
| 3Y | -32.7% | +115.9% | -148.6% | -38.3% |
| 5Y | -65.6% | +28.6% | -94.2% | -67.9% |
| All | -34.4% | -1.9% | -32.5% | -41.9% |
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