+52.2%
EW vs BAX
-19.9%
+72.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +11.0% | +12.1% | -1.1% | +8.6% |
| 30D | +19.1% | +7.6% | +11.5% | +17.2% |
| 3M | +14.4% | -4.5% | +18.8% | +15.1% |
| 6M | +22.8% | +52.0% | -29.3% | +13.5% |
| YTD | +19.8% | +35.1% | -15.3% | +12.4% |
| 1Y | +23.9% | +43.7% | -19.8% | +14.8% |
| 3Y | +52.2% | -20.9% | +73.2% | +50.3% |
| All | +52.2% | -19.9% | +72.2% | +50.3% |
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