+803.7%
B vs BAX
+900.4%
-96.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.6% | -1.1% | -0.4% | -1.5% |
| 30D | +9.4% | -5.5% | +14.9% | +9.9% |
| 3M | +5.0% | +33.5% | -28.6% | +2.3% |
| 6M | -3.5% | +35.9% | -39.4% | -6.2% |
| YTD | +4.5% | +35.4% | -30.9% | +1.4% |
| 1Y | +67.8% | +9.8% | +58.0% | +65.2% |
| 3Y | +196.7% | -32.7% | +229.4% | +201.0% |
| 5Y | +151.9% | -65.6% | +217.5% | +166.2% |
| 10Y | +202.2% | -34.9% | +237.1% | +206.8% |
| All | +803.7% | +900.4% | -96.7% | +1,070.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling