+356.1%
ALL vs BAX
-36.7%
+392.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.5% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | -4.7% | -9.7% | +5.1% | -2.4% |
| 3M | +18.4% | +29.3% | -10.9% | +10.6% |
| 6M | +20.5% | +40.7% | -20.2% | +9.7% |
| YTD | +23.5% | +30.3% | -6.7% | +13.6% |
| 1Y | +29.0% | +3.4% | +25.6% | +25.3% |
| 3Y | +153.7% | -32.0% | +185.7% | +168.2% |
| 5Y | +114.8% | -66.9% | +181.7% | +196.0% |
| 10Y | +356.1% | -37.1% | +393.2% | +430.1% |
| All | +356.1% | -36.7% | +392.9% | +430.1% |
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