+81.0%
F vs BAX
-35.6%
+116.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | -0.6% | +9.0% | -9.7% | -3.3% |
| 30D | +2.9% | +8.5% | -5.6% | 0.0% |
| 3M | -9.5% | -4.1% | -5.4% | -8.7% |
| 6M | +4.0% | +46.9% | -42.9% | -9.1% |
| YTD | -1.3% | +38.4% | -39.7% | -13.4% |
| 1Y | -1.9% | +47.0% | -48.9% | -15.8% |
| 3Y | +53.5% | -14.9% | +68.4% | +53.6% |
| 5Y | -15.1% | -62.5% | +47.4% | +12.5% |
| 10Y | +81.0% | -33.9% | +114.9% | +119.8% |
| All | +81.0% | -35.6% | +116.6% | +119.8% |
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