+46.8%
IR vs BAX
-63.0%
+109.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.0% |
| 7D | +5.0% | +9.0% | -4.0% | +2.5% |
| 30D | +10.3% | +8.5% | +1.9% | +7.4% |
| 3M | -0.1% | -4.1% | +4.0% | +0.7% |
| 6M | +14.8% | +46.9% | -32.2% | +1.9% |
| YTD | +9.7% | +38.4% | -28.6% | -1.8% |
| 1Y | +12.2% | +47.0% | -34.8% | -1.3% |
| 3Y | +30.0% | -14.9% | +44.9% | +28.4% |
| 5Y | +46.8% | -62.5% | +109.3% | +88.1% |
| All | +46.8% | -63.0% | +109.8% | +88.1% |
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