+977.1%
BE vs BAX
-62.9%
+1,040.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.4% |
| 7D | +23.9% | -5.1% | +29.0% | +25.4% |
| 30D | +27.8% | -12.2% | +40.0% | +31.6% |
| 3M | +3.7% | +21.8% | -18.1% | -2.3% |
| 6M | +78.0% | +36.3% | +41.6% | +61.9% |
| YTD | +209.9% | +27.8% | +182.1% | +186.3% |
| 1Y | +389.6% | -0.1% | +389.7% | +380.1% |
| 3Y | +1,730.6% | -33.3% | +1,763.9% | +1,856.2% |
| 5Y | +1,227.8% | -67.1% | +1,294.9% | +1,580.5% |
| All | +977.1% | -62.9% | +1,040.1% | +1,334.1% |
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