+29.4%
B vs BAX
+46.0%
-16.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.4% | +7.4% |
| 7D | +1.1% | +4.1% | -3.0% | +0.2% |
| 30D | +0.3% | +9.4% | -9.1% | -1.7% |
| 3M | +5.4% | -6.5% | +11.9% | +6.5% |
| 6M | +5.5% | +59.6% | -54.1% | -7.4% |
| YTD | -6.3% | +38.9% | -45.2% | -15.8% |
| 1Y | +29.4% | +48.0% | -18.6% | +13.7% |
| All | +29.4% | +46.0% | -16.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling