+688.8%
B vs BAX
+920.2%
-231.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -4.3% | +6.3% | -10.6% | -4.9% |
| 3M | -2.3% | -4.6% | +2.3% | -2.0% |
| 6M | -16.2% | +50.4% | -66.6% | -19.2% |
| YTD | -8.8% | +38.0% | -46.9% | -11.7% |
| 1Y | +11.4% | +44.6% | -33.2% | +7.5% |
| 3Y | +174.3% | -15.1% | +189.4% | +173.7% |
| 5Y | +116.2% | -63.3% | +179.5% | +127.3% |
| 10Y | +222.7% | -34.4% | +257.1% | +227.2% |
| All | +688.8% | +920.2% | -231.4% | +919.7% |
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 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