-1.1%
BX vs BAX
-64.3%
+63.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -2.1% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | +8.8% | +3.4% | +5.4% | +7.5% |
| 3M | -18.3% | -4.5% | -13.8% | -17.2% |
| 6M | -1.5% | +44.0% | -45.5% | -13.2% |
| YTD | -19.9% | +34.9% | -54.8% | -28.9% |
| 1Y | -14.5% | +37.9% | -52.4% | -24.8% |
| 3Y | +32.3% | -17.1% | +49.4% | +34.2% |
| 5Y | -1.1% | -64.3% | +63.2% | +48.4% |
| All | -1.1% | -64.3% | +63.2% | +48.4% |
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 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