+38.3%
BAX vs RUN
-55.1%
+93.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.1% | -13.5% | +13.6% | +1.6% |
| 30D | +4.1% | +18.3% | -14.2% | +1.6% |
| 3M | -4.5% | -12.5% | +7.9% | -3.6% |
| 6M | +49.2% | -40.3% | +89.6% | +56.5% |
| YTD | +35.2% | -53.1% | +88.3% | +39.9% |
| 1Y | +38.3% | -54.3% | +92.6% | +44.0% |
| All | +38.3% | -55.1% | +93.4% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling