+737.9%
BE vs BAX
-60.0%
+797.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.3% | +13.3% | +13.0% |
| 7D | +4.5% | -0.6% | +5.1% | +4.9% |
| 30D | -20.1% | +6.3% | -26.4% | -21.3% |
| 3M | -0.8% | -4.6% | +3.7% | 0.0% |
| 6M | -26.2% | +50.4% | -76.6% | -34.2% |
| YTD | +141.1% | +38.0% | +103.0% | +118.5% |
| 1Y | +64.8% | +44.6% | +20.2% | +46.9% |
| 3Y | +1,887.4% | -15.1% | +1,902.5% | +1,892.7% |
| 5Y | +518.1% | -63.3% | +581.4% | +661.8% |
| All | +737.9% | -60.0% | +797.8% | +994.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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