-62.0%
BAX vs REPL
-7.7%
-54.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.7% |
| 7D | -2.4% | -5.7% | +3.3% | -2.3% |
| 30D | -9.7% | +22.5% | -32.2% | -10.1% |
| 3M | +29.3% | +64.7% | -35.4% | +27.1% |
| 6M | +40.7% | +83.0% | -42.4% | +34.7% |
| YTD | +30.3% | +52.0% | -21.7% | +25.3% |
| 1Y | +3.4% | +144.5% | -141.1% | -4.2% |
| 3Y | -32.0% | -25.1% | -7.0% | -38.8% |
| 5Y | -66.9% | -52.9% | -14.0% | -69.8% |
| All | -62.0% | -7.7% | -54.4% | -70.4% |
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