+43.5%
F vs BAX
-19.9%
+63.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | +1.6% | +12.1% | -10.6% | -1.3% |
| 30D | +2.6% | +7.6% | -5.0% | +0.5% |
| 3M | -8.8% | -4.5% | -4.3% | -8.0% |
| 6M | +4.6% | +52.0% | -47.4% | -7.5% |
| YTD | -1.9% | +35.1% | -37.0% | -11.8% |
| 1Y | -0.8% | +43.7% | -44.5% | -12.6% |
| 3Y | +43.5% | -20.9% | +64.4% | +41.4% |
| All | +43.5% | -19.9% | +63.4% | +41.4% |
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