+157.2%
EXC vs BAX
-37.2%
+194.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.6% | -5.4% | +3.8% | -0.5% |
| 30D | -2.4% | -12.4% | +10.0% | +0.2% |
| 3M | -4.0% | +19.1% | -23.1% | -8.0% |
| 6M | -9.8% | +38.6% | -48.4% | -16.7% |
| YTD | +2.3% | +26.7% | -24.4% | -5.0% |
| 1Y | +3.8% | +1.0% | +2.8% | +1.5% |
| 3Y | +19.7% | -33.9% | +53.6% | +27.2% |
| 5Y | +45.6% | -67.0% | +112.6% | +98.7% |
| All | +157.2% | -37.2% | +194.4% | +189.0% |
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