+55.3%
BE vs BAX
+46.0%
+9.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -6.6% |
| 7D | -12.1% | +4.1% | -16.2% | -12.5% |
| 30D | -30.1% | +9.4% | -39.5% | -30.5% |
| 3M | -12.1% | -6.5% | -5.7% | -11.5% |
| 6M | -30.6% | +59.6% | -90.2% | -34.2% |
| YTD | +130.6% | +38.9% | +91.8% | +146.3% |
| 1Y | +55.3% | +48.0% | +7.3% | +73.0% |
| All | +55.3% | +46.0% | +9.2% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling