+668.0%
BE vs BAX
-60.8%
+728.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | +10.8% | +0.1% | +10.7% | +10.9% |
| 30D | -19.8% | +4.1% | -23.9% | -20.5% |
| 3M | -18.7% | -4.5% | -14.2% | -18.0% |
| 6M | -33.7% | +49.2% | -83.0% | -40.7% |
| YTD | +121.0% | +35.2% | +85.7% | +101.2% |
| 1Y | +85.4% | +38.3% | +47.1% | +67.2% |
| 3Y | +1,709.5% | -19.0% | +1,728.6% | +1,738.0% |
| 5Y | +462.2% | -64.2% | +526.4% | +597.2% |
| All | +668.0% | -60.8% | +728.7% | +907.9% |
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