+1,381.0%
NET vs BAX
-65.9%
+1,446.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | -3.4% |
| 7D | -16.4% | +4.1% | -20.4% | -17.2% |
| 30D | -25.8% | +9.4% | -35.3% | -27.4% |
| 3M | -11.5% | -6.5% | -5.0% | -10.5% |
| 6M | +18.9% | +59.6% | -40.7% | +5.8% |
| YTD | +35.2% | +38.9% | -3.6% | +22.7% |
| 1Y | +14.5% | +48.0% | -33.5% | +1.8% |
| 3Y | +313.8% | -17.5% | +331.3% | +316.0% |
| 5Y | +32.6% | -62.7% | +95.2% | +77.8% |
| All | +1,381.0% | -65.9% | +1,446.9% | +1,827.4% |
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