-25.8%
BAX vs RUN
-25.4%
-0.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.5% |
| 7D | +9.0% | +18.1% | -9.0% | +7.9% |
| 30D | +8.5% | +27.5% | -19.0% | +6.8% |
| 3M | -4.1% | -4.5% | +0.4% | -4.1% |
| 6M | +46.9% | -33.3% | +80.3% | +49.5% |
| YTD | +38.4% | -47.1% | +85.5% | +41.5% |
| 1Y | +47.0% | -43.1% | +90.1% | +49.5% |
| 3Y | -14.9% | -3.0% | -12.0% | -20.7% |
| 5Y | -62.5% | -82.6% | +20.1% | -62.9% |
| 10Y | -33.9% | +103.3% | -137.2% | -45.6% |
| All | -25.8% | -25.4% | -0.4% | -38.8% |
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