-59.8%
BAX vs REPL
+36.1%
-95.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.2% |
| 7D | -0.6% | +5.3% | -5.9% | -0.7% |
| 30D | +6.3% | +66.6% | -60.3% | +5.3% |
| 3M | -4.6% | +59.6% | -64.1% | -5.5% |
| 6M | +50.4% | +482.4% | -432.0% | +42.0% |
| YTD | +38.0% | +124.1% | -86.0% | +31.7% |
| 1Y | +44.6% | +138.6% | -93.9% | +37.6% |
| 3Y | -15.1% | +96.0% | -111.2% | -27.0% |
| 5Y | -63.3% | -35.4% | -27.9% | -66.7% |
| All | -59.8% | +36.1% | -95.9% | -68.9% |
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