+2,446.2%
EXC vs BAX
+923.3%
+1,522.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | +3.6% | -3.6% | -0.7% |
| 30D | +9.0% | +8.5% | +0.5% | +7.0% |
| 3M | +3.3% | -4.9% | +8.1% | +3.9% |
| 6M | +5.7% | +47.0% | -41.3% | -3.2% |
| YTD | +7.3% | +38.4% | -31.1% | -1.8% |
| 1Y | +2.9% | +49.1% | -46.2% | -7.5% |
| 3Y | +29.3% | -14.9% | +44.2% | +27.2% |
| 5Y | +40.1% | -63.1% | +103.2% | +64.2% |
| 10Y | +197.7% | -35.6% | +233.3% | +209.2% |
| All | +2,446.2% | +923.3% | +1,522.9% | +1,323.5% |
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