+21.3%
EXC vs BAX
-32.5%
+53.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.8% |
| 7D | +1.2% | -2.4% | +3.7% | +1.3% |
| 30D | -2.7% | -9.7% | +7.0% | -2.5% |
| 3M | -1.0% | +29.3% | -30.2% | -1.8% |
| 6M | -9.3% | +40.7% | -49.9% | -10.2% |
| YTD | +3.6% | +30.3% | -26.6% | +2.0% |
| 1Y | +5.9% | +3.4% | +2.5% | +5.6% |
| 3Y | +21.3% | -32.0% | +53.3% | +23.6% |
| All | +21.3% | -32.5% | +53.8% | +23.6% |
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