+46.0%
F vs BAX
-32.5%
+78.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.2% |
| 7D | +5.3% | -1.1% | +6.5% | +5.6% |
| 30D | +4.6% | -5.5% | +10.0% | +6.0% |
| 3M | -3.7% | +33.5% | -37.2% | -11.0% |
| 6M | +16.8% | +35.9% | -19.0% | +6.9% |
| YTD | +15.3% | +35.4% | -20.1% | +4.3% |
| 1Y | +31.0% | +9.8% | +21.3% | +25.0% |
| All | +46.0% | -32.5% | +78.5% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling