+43.3%
IR vs BAX
-67.0%
+110.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -0.6% |
| 7D | +0.6% | -2.4% | +3.1% | +1.3% |
| 30D | -13.6% | -9.7% | -3.9% | -11.1% |
| 3M | +3.7% | +29.3% | -25.6% | -3.9% |
| 6M | -13.1% | +40.7% | -53.7% | -21.5% |
| YTD | -5.1% | +30.3% | -35.4% | -13.2% |
| 1Y | -6.5% | +3.4% | -9.9% | -9.6% |
| 3Y | +8.5% | -32.0% | +40.5% | +13.9% |
| 5Y | +43.3% | -66.9% | +110.2% | +86.3% |
| All | +43.3% | -67.0% | +110.3% | +86.3% |
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