+5,261.3%
O vs BAX
+613.1%
+4,648.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +8.3% | +3.4% | +4.9% | +7.3% |
| 3M | -4.0% | -4.5% | +0.5% | -3.4% |
| 6M | -2.6% | +44.0% | -46.6% | -10.5% |
| YTD | +9.9% | +34.9% | -25.0% | +1.3% |
| 1Y | +9.8% | +37.9% | -28.1% | +0.7% |
| 3Y | +39.7% | -17.1% | +56.8% | +39.4% |
| 5Y | +9.2% | -64.3% | +73.4% | +29.0% |
| 10Y | +81.5% | -35.9% | +117.4% | +87.7% |
| All | +5,261.3% | +613.1% | +4,648.1% | +4,002.6% |
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