-27.4%
BAX vs RUN
-31.9%
+4.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.2% |
| 30D | -5.5% | -15.3% | +9.8% | -4.6% |
| 3M | +33.5% | -40.0% | +73.6% | +37.1% |
| 6M | +35.9% | -27.0% | +62.8% | +37.7% |
| YTD | +35.4% | -51.7% | +87.0% | +39.4% |
| 1Y | +9.8% | -45.9% | +55.6% | +11.9% |
| 3Y | -32.7% | -43.8% | +11.0% | -35.5% |
| 5Y | -65.6% | -80.5% | +14.9% | -66.1% |
| 10Y | -34.9% | +45.3% | -80.2% | -45.9% |
| All | -27.4% | -31.9% | +4.5% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling