+642.7%
BX vs BAX
-37.2%
+679.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.5% |
| 7D | -8.9% | -5.4% | -3.5% | -6.8% |
| 30D | -14.8% | -12.4% | -2.4% | -10.1% |
| 3M | +6.9% | +19.1% | -12.2% | -1.0% |
| 6M | +16.3% | +38.6% | -22.3% | +0.6% |
| YTD | -16.1% | +26.7% | -42.8% | -25.7% |
| 1Y | -26.8% | +1.0% | -27.8% | -29.2% |
| 3Y | +22.4% | -33.9% | +56.3% | +36.8% |
| 5Y | +16.0% | -67.0% | +83.1% | +82.6% |
| All | +642.7% | -37.2% | +679.8% | +885.4% |
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