+55.3%
B vs BAX
+2.7%
+52.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.9% |
| 7D | +2.3% | -2.4% | +4.8% | +2.7% |
| 30D | +1.4% | -9.7% | +11.1% | +2.7% |
| 3M | +12.2% | +29.3% | -17.1% | +7.4% |
| 6M | -2.1% | +40.7% | -42.8% | -8.1% |
| YTD | +2.9% | +30.3% | -27.3% | -1.6% |
| 1Y | +55.3% | +3.4% | +51.9% | +39.5% |
| All | +55.3% | +2.7% | +52.6% | +39.5% |
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