+107.5%
ALL vs BAX
-19.9%
+127.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.5% |
| 7D | -1.9% | +12.1% | -14.1% | -2.8% |
| 30D | +13.8% | +7.6% | +6.2% | +13.1% |
| 3M | -7.0% | -4.5% | -2.5% | -6.7% |
| 6M | +18.0% | +52.0% | -34.0% | +13.8% |
| YTD | +24.2% | +35.1% | -10.9% | +20.4% |
| 1Y | +31.2% | +43.7% | -12.5% | +26.6% |
| 3Y | +107.5% | -20.9% | +128.5% | +109.0% |
| All | +107.5% | -19.9% | +127.5% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling