+1,784.6%
BE vs BAX
-32.5%
+1,817.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.8% | +13.4% | +10.3% |
| 7D | +29.8% | -2.4% | +32.2% | +30.2% |
| 30D | +26.4% | -9.7% | +36.1% | +28.5% |
| 3M | +9.3% | +29.3% | -19.9% | +3.3% |
| 6M | +105.1% | +40.7% | +64.4% | +89.1% |
| YTD | +219.0% | +30.3% | +188.8% | +200.1% |
| 1Y | +418.8% | +3.4% | +415.4% | +411.6% |
| 3Y | +1,784.6% | -32.0% | +1,816.6% | +1,837.8% |
| All | +1,784.6% | -32.5% | +1,817.1% | +1,837.8% |
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