-12.2%
BAX vs USFR
+27.5%
-39.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -5.5% | +0.3% | -5.7% | -5.5% |
| 3M | +33.5% | +1.0% | +32.5% | +33.3% |
| 6M | +35.9% | +1.9% | +33.9% | +35.3% |
| YTD | +35.4% | +2.6% | +32.7% | +34.7% |
| 1Y | +9.8% | +4.0% | +5.7% | +8.9% |
| 3Y | -32.7% | +14.1% | -46.8% | -34.7% |
| 5Y | -65.6% | +20.4% | -86.0% | -67.0% |
| 10Y | -34.9% | +28.0% | -62.9% | -38.2% |
| All | -12.2% | +27.5% | -39.7% | -17.2% |
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