-36.9%
BAX vs USFR
+28.0%
-64.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -12.2% | +0.3% | -12.4% | -12.3% |
| 3M | +21.8% | +1.0% | +20.8% | +21.2% |
| 6M | +36.3% | +1.9% | +34.4% | +34.9% |
| YTD | +27.8% | +2.7% | +25.2% | +25.9% |
| 1Y | -0.1% | +4.0% | -4.0% | -2.4% |
| 3Y | -33.3% | +14.0% | -47.3% | -39.1% |
| 5Y | -67.1% | +20.4% | -87.5% | -71.1% |
| 10Y | -36.9% | +28.0% | -64.9% | -47.0% |
| All | -36.9% | +28.0% | -64.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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