+488.5%
NDAQ vs BAX
-35.8%
+524.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +18.0% | +4.1% | +13.9% | +16.5% |
| 3M | +11.5% | -4.5% | +16.1% | +12.6% |
| 6M | +21.1% | +49.2% | -28.2% | +7.9% |
| YTD | +12.8% | +35.2% | -22.4% | +1.7% |
| 1Y | +25.7% | +38.3% | -12.6% | +12.4% |
| 3Y | +116.8% | -19.0% | +135.9% | +118.0% |
| 5Y | +67.3% | -64.2% | +131.4% | +129.2% |
| All | +488.5% | -35.8% | +524.3% | +595.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling