+69.4%
F vs BAX
-35.5%
+105.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +1.0% | +3.6% | -2.7% | -0.1% |
| 30D | +2.1% | +8.5% | -6.4% | -0.7% |
| 3M | -10.3% | -4.9% | -5.4% | -9.3% |
| 6M | +3.3% | +47.0% | -43.7% | -9.8% |
| YTD | -2.0% | +38.4% | -40.4% | -14.0% |
| 1Y | -2.3% | +49.1% | -51.4% | -16.5% |
| 3Y | +49.9% | -14.9% | +64.8% | +50.0% |
| 5Y | -12.5% | -63.1% | +50.7% | +16.9% |
| All | +69.4% | -35.5% | +105.0% | +106.2% |
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