-66.9%
BAX vs RUN
-80.3%
+13.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.7% | -7.5% | -4.0% |
| 7D | -2.4% | +10.2% | -12.6% | -3.0% |
| 30D | -9.7% | -9.6% | -0.1% | -9.2% |
| 3M | +29.3% | -31.5% | +60.8% | +31.7% |
| 6M | +40.7% | -18.7% | +59.4% | +41.7% |
| YTD | +30.3% | -49.9% | +80.2% | +33.8% |
| 1Y | +3.4% | -45.5% | +48.9% | +5.3% |
| 3Y | -32.0% | -34.1% | +2.1% | -35.4% |
| 5Y | -66.9% | -79.4% | +12.6% | -67.3% |
| All | -66.9% | -80.3% | +13.4% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling