+911.5%
BE vs BAX
-60.7%
+972.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.3% | +7.1% |
| 7D | +20.0% | -1.1% | +21.1% | +20.3% |
| 30D | +7.9% | -5.5% | +13.4% | +9.2% |
| 3M | -13.2% | +33.5% | -46.8% | -20.1% |
| 6M | +53.5% | +35.9% | +17.6% | +40.4% |
| YTD | +191.0% | +35.4% | +155.7% | +165.5% |
| 1Y | +360.5% | +9.8% | +350.8% | +341.6% |
| 3Y | +1,568.0% | -32.7% | +1,600.7% | +1,685.7% |
| 5Y | +1,055.2% | -65.6% | +1,120.7% | +1,349.3% |
| All | +911.5% | -60.7% | +972.2% | +1,229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling