+239.8%
RF vs BAX
-34.5%
+274.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | +3.6% | -3.3% | -0.9% |
| 30D | +6.2% | +8.5% | -2.3% | +2.8% |
| 3M | -7.8% | -4.9% | -3.0% | -6.8% |
| 6M | +5.9% | +47.0% | -41.1% | -9.1% |
| YTD | +9.0% | +38.4% | -29.4% | -5.7% |
| 1Y | +19.3% | +49.1% | -29.9% | +0.1% |
| 3Y | +116.4% | -14.9% | +131.3% | +115.4% |
| 5Y | +46.0% | -63.1% | +109.2% | +106.7% |
| 10Y | +239.8% | -35.6% | +275.4% | +365.9% |
| All | +239.8% | -34.5% | +274.3% | +365.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling