+236.1%
EW vs BAX
-34.5%
+270.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | +3.6% | +5.6% | +7.7% |
| 30D | +22.1% | +8.5% | +13.6% | +17.8% |
| 3M | +13.0% | -4.9% | +17.9% | +14.7% |
| 6M | +30.1% | +47.0% | -16.9% | +10.2% |
| YTD | +22.0% | +38.4% | -16.4% | +3.8% |
| 1Y | +23.7% | +49.1% | -25.4% | +1.6% |
| 3Y | +62.0% | -14.9% | +76.9% | +58.8% |
| 5Y | -12.4% | -63.1% | +50.7% | +37.8% |
| 10Y | +236.1% | -35.6% | +271.7% | +216.2% |
| All | +236.1% | -34.5% | +270.5% | +216.2% |
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 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