-36.8%
BAX vs M
-4.2%
-32.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.0% |
| 7D | +12.1% | -4.3% | +16.4% | +12.6% |
| 30D | +7.6% | +1.3% | +6.3% | +7.4% |
| 3M | -4.5% | -7.4% | +2.9% | -3.8% |
| 6M | +52.0% | +18.3% | +33.7% | +49.1% |
| YTD | +35.1% | +7.6% | +27.6% | +33.7% |
| 1Y | +43.7% | +17.4% | +26.3% | +41.0% |
| 3Y | -20.9% | +108.4% | -129.3% | -27.3% |
| 5Y | -63.5% | -10.6% | -52.9% | -65.3% |
| All | -36.8% | -4.2% | -32.7% | -45.0% |
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