+327.1%
NET vs BAX
-32.5%
+359.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | -7.0% | -1.1% | -5.8% | -6.9% |
| 30D | -4.8% | -5.5% | +0.7% | -4.4% |
| 3M | +3.8% | +33.5% | -29.7% | +1.8% |
| 6M | +50.0% | +35.9% | +14.2% | +46.4% |
| YTD | +41.5% | +35.4% | +6.1% | +37.6% |
| 1Y | +32.8% | +9.8% | +23.1% | +32.5% |
| All | +327.1% | -32.5% | +359.5% | +347.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling