-1.6%
F vs BAX
+47.2%
-48.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | -0.6% | +9.0% | -9.7% | -2.0% |
| 30D | +2.9% | +8.5% | -5.6% | +1.3% |
| 3M | -9.5% | -4.1% | -5.4% | -9.0% |
| 6M | +4.0% | +46.9% | -42.9% | -4.4% |
| YTD | -1.3% | +38.4% | -39.7% | -12.6% |
| All | -1.6% | +47.2% | -48.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling