+138.0%
B vs BAX
-63.7%
+201.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +9.6% | +12.1% | -2.5% | +7.5% |
| 30D | +3.5% | +7.6% | -4.1% | +2.2% |
| 3M | -1.6% | -4.5% | +2.9% | -1.0% |
| 6M | -1.7% | +52.0% | -53.7% | -9.1% |
| YTD | -5.3% | +35.1% | -40.5% | -11.2% |
| 1Y | +27.2% | +43.7% | -16.5% | +18.2% |
| 3Y | +166.1% | -20.9% | +187.0% | +168.3% |
| All | +138.0% | -63.7% | +201.6% | +157.7% |
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 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