-17.2%
F vs BAX
-64.2%
+47.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | 0.0% | +4.1% | -4.0% | -1.3% |
| 3M | -13.2% | -4.5% | -8.7% | -12.4% |
| 6M | -10.2% | +49.2% | -59.4% | -20.3% |
| YTD | -4.9% | +35.2% | -40.2% | -14.6% |
| 1Y | -6.1% | +38.3% | -44.4% | -16.3% |
| 3Y | +46.0% | -19.0% | +65.0% | +49.3% |
| All | -17.2% | -64.2% | +47.0% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling