+112.5%
NET vs BAX
-65.4%
+177.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -7.0% | -1.1% | -5.8% | -6.8% |
| 30D | -4.8% | -5.5% | +0.7% | -3.8% |
| 3M | +3.8% | +33.5% | -29.7% | -2.0% |
| 6M | +50.0% | +35.9% | +14.2% | +40.3% |
| YTD | +41.5% | +35.4% | +6.1% | +31.1% |
| 1Y | +32.8% | +9.8% | +23.1% | +29.0% |
| 3Y | +335.9% | -32.7% | +368.6% | +375.4% |
| All | +112.5% | -65.4% | +177.9% | +223.8% |
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