+1,449.6%
NET vs BAX
-66.7%
+1,516.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -7.0% | -1.1% | -5.8% | -6.7% |
| 30D | -4.8% | -5.5% | +0.7% | -3.6% |
| 3M | +3.8% | +33.5% | -29.7% | -3.1% |
| 6M | +50.0% | +35.9% | +14.2% | +38.6% |
| YTD | +41.5% | +35.4% | +6.1% | +29.5% |
| 1Y | +32.8% | +9.8% | +23.1% | +27.8% |
| 3Y | +335.9% | -32.7% | +368.6% | +371.1% |
| 5Y | +113.8% | -65.6% | +179.4% | +193.5% |
| All | +1,449.6% | -66.7% | +1,516.3% | +1,933.5% |
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