+7,595.3%
EW vs BAX
+167.1%
+7,428.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +6.5% | -0.6% | +7.1% | +6.7% |
| 30D | +22.5% | +6.3% | +16.2% | +19.5% |
| 3M | +13.0% | -4.6% | +17.5% | +14.4% |
| 6M | +37.1% | +50.4% | -13.3% | +17.4% |
| YTD | +24.1% | +38.0% | -13.9% | +7.8% |
| 1Y | +24.2% | +44.6% | -20.4% | +5.9% |
| 3Y | +64.8% | -15.1% | +79.9% | +62.5% |
| 5Y | -7.4% | -63.3% | +55.9% | +24.5% |
| 10Y | +248.8% | -34.4% | +283.2% | +285.5% |
| All | +7,595.3% | +167.1% | +7,428.2% | +6,600.5% |
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