+18.9%
NET vs BAX
+54.2%
-35.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | -2.6% |
| 7D | -16.4% | +4.1% | -20.4% | -16.3% |
| 30D | -25.8% | +9.4% | -35.3% | -25.7% |
| 3M | -11.5% | -6.5% | -5.0% | -12.0% |
| 6M | +18.9% | +59.6% | -40.7% | +55.1% |
| All | +18.9% | +54.2% | -35.3% | +55.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling