+50.1%
F vs BAX
-16.3%
+66.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +3.3% | +6.3% | -3.0% | +1.5% |
| 3M | -11.3% | -4.6% | -6.7% | -10.5% |
| 6M | +5.3% | +50.4% | -45.1% | -6.4% |
| YTD | -2.2% | +38.0% | -40.2% | -12.5% |
| 1Y | -3.5% | +44.6% | -48.2% | -15.0% |
| All | +50.1% | -16.3% | +66.4% | +45.8% |
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