+218.3%
C vs BAX
-35.7%
+254.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -5.3% | +6.3% | -11.6% | -7.6% |
| 3M | -8.0% | -4.6% | -3.4% | -7.0% |
| 6M | -0.3% | +50.4% | -50.6% | -15.1% |
| YTD | +8.6% | +38.0% | -29.4% | -5.8% |
| 1Y | +25.8% | +44.6% | -18.8% | +7.1% |
| 3Y | +221.2% | -15.1% | +236.3% | +218.4% |
| 5Y | +113.6% | -63.3% | +176.8% | +208.1% |
| 10Y | +218.3% | -34.4% | +252.7% | +331.0% |
| All | +218.3% | -35.7% | +254.0% | +331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling