+465.4%
BE vs BAX
-63.0%
+528.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.4% |
| 7D | -1.2% | +9.0% | -10.2% | -2.8% |
| 30D | -30.9% | +8.5% | -39.3% | -32.0% |
| 3M | -11.6% | -4.1% | -7.5% | -11.0% |
| 6M | -25.7% | +46.9% | -72.7% | -32.6% |
| YTD | +123.1% | +38.4% | +84.7% | +104.3% |
| 1Y | +43.4% | +47.0% | -3.6% | +28.7% |
| 3Y | +1,683.6% | -14.9% | +1,698.6% | +1,697.9% |
| 5Y | +465.4% | -62.5% | +527.9% | +484.7% |
| All | +465.4% | -63.0% | +528.4% | +484.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling