+127.0%
EW vs BAX
-36.6%
+163.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.2% | -2.0% |
| 7D | -4.4% | -2.4% | -2.0% | -3.5% |
| 30D | -3.3% | -9.7% | +6.4% | +0.7% |
| 3M | +1.0% | +29.3% | -28.2% | -9.6% |
| 6M | +6.2% | +40.7% | -34.4% | -8.8% |
| YTD | +1.7% | +30.3% | -28.5% | -11.2% |
| 1Y | +8.1% | +3.4% | +4.7% | +3.1% |
| 3Y | +17.1% | -32.0% | +49.1% | +28.8% |
| 5Y | -29.4% | -66.9% | +37.5% | +18.6% |
| All | +127.0% | -36.6% | +163.6% | +106.9% |
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