+1,683.6%
BE vs BAX
-17.7%
+1,701.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.5% |
| 7D | -1.2% | +9.0% | -10.2% | -2.6% |
| 30D | -30.9% | +8.5% | -39.3% | -31.8% |
| 3M | -11.6% | -4.1% | -7.5% | -11.0% |
| 6M | -25.7% | +46.9% | -72.7% | -31.8% |
| YTD | +123.1% | +38.4% | +84.7% | +107.1% |
| 1Y | +43.4% | +47.0% | -3.6% | +30.8% |
| 3Y | +1,683.6% | -14.9% | +1,698.6% | +1,399.2% |
| All | +1,683.6% | -17.7% | +1,701.4% | +1,399.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling