-34.4%
BAX vs RUN
+74.1%
-108.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.6% |
| 7D | -0.6% | +3.2% | -3.8% | -0.9% |
| 30D | +6.3% | +19.5% | -13.2% | +4.8% |
| 3M | -4.6% | -9.6% | +5.0% | -4.3% |
| 6M | +50.4% | -37.3% | +87.7% | +53.8% |
| YTD | +38.0% | -50.7% | +88.7% | +42.0% |
| 1Y | +44.6% | -54.1% | +98.7% | +49.2% |
| 3Y | -15.1% | -3.9% | -11.2% | -21.7% |
| 5Y | -63.3% | -84.4% | +21.1% | -63.3% |
| 10Y | -34.4% | +77.5% | -111.9% | -52.6% |
| All | -34.4% | +74.1% | -108.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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