+1,251.0%
BE vs BAX
-67.0%
+1,318.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.8% | +13.4% | +10.4% |
| 7D | +29.8% | -2.4% | +32.2% | +30.3% |
| 30D | +26.4% | -9.7% | +36.1% | +28.9% |
| 3M | +9.3% | +29.3% | -19.9% | +2.4% |
| 6M | +105.1% | +40.7% | +64.4% | +87.3% |
| YTD | +219.0% | +30.3% | +188.8% | +196.9% |
| 1Y | +418.8% | +3.4% | +415.4% | +407.6% |
| 3Y | +1,784.6% | -32.0% | +1,816.6% | +1,898.5% |
| 5Y | +1,251.0% | -66.9% | +1,317.8% | +1,306.2% |
| All | +1,251.0% | -67.0% | +1,318.0% | +1,306.2% |
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