+2,340.5%
EXC vs BAX
+900.4%
+1,440.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | -3.7% | -5.5% | +1.7% | -2.7% |
| 3M | -1.3% | +33.5% | -34.8% | -7.4% |
| 6M | -9.7% | +35.9% | -45.6% | -16.0% |
| YTD | +2.9% | +35.4% | -32.5% | -5.2% |
| 1Y | +4.4% | +9.8% | -5.4% | +0.1% |
| 3Y | +22.2% | -32.7% | +54.9% | +26.9% |
| 5Y | +46.7% | -65.6% | +112.3% | +75.1% |
| 10Y | +155.3% | -34.9% | +190.3% | +165.5% |
| All | +2,340.5% | +900.4% | +1,440.1% | +1,275.1% |
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