-59.7%
BAX vs REPL
+39.1%
-98.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.4% |
| 7D | +9.0% | +14.2% | -5.2% | +8.8% |
| 30D | +8.5% | +65.9% | -57.4% | +7.4% |
| 3M | -4.1% | +84.6% | -88.7% | -5.2% |
| 6M | +46.9% | +446.9% | -400.0% | +39.1% |
| YTD | +38.4% | +129.0% | -90.6% | +32.0% |
| 1Y | +47.0% | +167.9% | -120.9% | +39.3% |
| 3Y | -14.9% | +93.9% | -108.8% | -26.7% |
| 5Y | -62.5% | -33.0% | -29.5% | -66.0% |
| All | -59.7% | +39.1% | -98.8% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling