+310.6%
BE vs BAX
-0.8%
+311.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | +9.7% | -5.4% | +15.2% | +10.4% |
| 30D | +22.4% | -12.4% | +34.8% | +24.4% |
| 3M | +10.4% | +19.1% | -8.7% | +7.3% |
| 6M | +67.9% | +38.6% | +29.2% | +55.7% |
| YTD | +197.5% | +26.7% | +170.8% | +190.6% |
| 1Y | +310.6% | +1.0% | +309.5% | +365.3% |
| All | +310.6% | -0.8% | +311.4% | +365.3% |
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