+635.8%
BX vs BAX
-35.8%
+671.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +14.2% | +4.1% | +10.2% | +12.2% |
| 3M | -18.7% | -4.5% | -14.2% | -17.5% |
| 6M | +2.5% | +49.2% | -46.8% | -13.9% |
| YTD | -18.8% | +35.2% | -54.1% | -30.3% |
| 1Y | -10.3% | +38.3% | -48.6% | -23.9% |
| 3Y | +35.4% | -19.0% | +54.4% | +38.3% |
| 5Y | +0.3% | -64.2% | +64.4% | +52.9% |
| All | +635.8% | -35.8% | +671.7% | +873.0% |
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