+7,328.4%
EW vs BAX
+161.5%
+7,166.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +11.0% | +12.1% | -1.1% | +6.6% |
| 30D | +19.1% | +7.6% | +11.5% | +15.7% |
| 3M | +14.4% | -4.5% | +18.8% | +15.7% |
| 6M | +22.8% | +52.0% | -29.3% | +4.6% |
| YTD | +19.8% | +35.1% | -15.3% | +4.8% |
| 1Y | +23.9% | +43.7% | -19.8% | +5.8% |
| 3Y | +52.2% | -20.9% | +73.2% | +54.2% |
| 5Y | -13.9% | -63.5% | +49.6% | +16.0% |
| 10Y | +241.9% | -36.0% | +277.9% | +281.0% |
| All | +7,328.4% | +161.5% | +7,166.8% | +6,415.7% |
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