-66.9%
BAX vs USFR
+20.5%
-87.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -9.7% | +0.3% | -10.0% | -9.7% |
| 3M | +29.3% | +1.0% | +28.3% | +29.5% |
| 6M | +40.7% | +1.9% | +38.7% | +41.0% |
| YTD | +30.3% | +2.7% | +27.6% | +30.0% |
| 1Y | +3.4% | +4.0% | -0.6% | +2.2% |
| 3Y | -32.0% | +14.0% | -46.1% | -37.3% |
| 5Y | -66.9% | +20.4% | -87.3% | -67.8% |
| All | -66.9% | +20.5% | -87.3% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling