-64.3%
BAX vs REPL
-35.3%
-29.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | +0.4% | +9.8% | -9.4% | +0.3% |
| 30D | +3.4% | +81.5% | -78.1% | +3.0% |
| 3M | -4.5% | +44.2% | -48.7% | -4.7% |
| 6M | +44.0% | +437.4% | -393.4% | +40.6% |
| YTD | +34.9% | +126.1% | -91.2% | +32.5% |
| 1Y | +37.9% | +143.1% | -105.2% | +35.1% |
| 3Y | -17.1% | +97.8% | -114.9% | -25.9% |
| 5Y | -64.3% | -34.3% | -30.0% | -65.2% |
| All | -64.3% | -35.3% | -29.0% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling