+615.0%
F vs BAX
+900.4%
-285.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.1% |
| 7D | +5.3% | -1.1% | +6.5% | +5.7% |
| 30D | +4.6% | -5.5% | +10.0% | +6.4% |
| 3M | -3.7% | +33.5% | -37.2% | -12.5% |
| 6M | +16.8% | +35.9% | -19.0% | +5.1% |
| YTD | +15.3% | +35.4% | -20.1% | +2.8% |
| 1Y | +31.0% | +9.8% | +21.3% | +23.8% |
| 3Y | +45.4% | -32.7% | +78.2% | +55.8% |
| 5Y | +54.7% | -65.6% | +120.2% | +100.4% |
| 10Y | +98.2% | -34.9% | +133.1% | +107.6% |
| All | +615.0% | +900.4% | -285.4% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling