-10.2%
BAX vs USFR
+28.6%
-38.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | +8.5% | +0.4% | +8.1% | +8.4% |
| 3M | -4.9% | +1.1% | -5.9% | -5.1% |
| 6M | +47.0% | +2.1% | +44.9% | +46.4% |
| YTD | +38.4% | +3.4% | +35.0% | +37.5% |
| 1Y | +49.1% | +4.1% | +45.0% | +47.9% |
| 3Y | -14.9% | +14.4% | -29.3% | -17.5% |
| 5Y | -63.1% | +21.4% | -84.5% | -64.7% |
| 10Y | -35.6% | +28.5% | -64.1% | -38.9% |
| All | -10.2% | +28.6% | -38.7% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling