+86.4%
F vs BAX
-36.7%
+123.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.5% | -3.1% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | +1.2% | -9.7% | +11.0% | +4.4% |
| 3M | -5.7% | +29.3% | -34.9% | -13.7% |
| 6M | +17.9% | +40.7% | -22.7% | +4.6% |
| YTD | +10.4% | +30.3% | -19.9% | -0.9% |
| 1Y | +25.3% | +3.4% | +21.9% | +20.7% |
| 3Y | +37.5% | -32.0% | +69.5% | +48.5% |
| 5Y | +46.5% | -66.9% | +113.4% | +102.8% |
| 10Y | +86.4% | -37.1% | +123.5% | +118.9% |
| All | +86.4% | -36.7% | +123.1% | +118.9% |
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