+2,658.0%
NDAQ vs BAX
+70.3%
+2,587.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | +16.3% | +6.3% | +10.0% | +13.8% |
| 3M | +15.8% | -4.6% | +20.4% | +17.1% |
| 6M | +24.8% | +50.4% | -25.6% | +8.0% |
| YTD | +14.1% | +38.0% | -24.0% | -0.3% |
| 1Y | +26.5% | +44.6% | -18.1% | +8.6% |
| 3Y | +119.1% | -15.1% | +134.3% | +115.1% |
| 5Y | +70.9% | -63.3% | +134.2% | +125.0% |
| 10Y | +479.7% | -34.4% | +514.1% | +497.5% |
| All | +2,658.0% | +70.3% | +2,587.7% | +2,091.7% |
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