+231.7%
RF vs BAX
-35.7%
+267.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +4.6% | +6.3% | -1.7% | +2.0% |
| 3M | -8.4% | -4.6% | -3.9% | -7.5% |
| 6M | +8.9% | +50.4% | -41.5% | -7.4% |
| YTD | +8.8% | +38.0% | -29.2% | -5.8% |
| 1Y | +18.9% | +44.6% | -25.7% | +1.0% |
| 3Y | +116.0% | -15.1% | +131.1% | +115.1% |
| 5Y | +46.0% | -63.3% | +109.3% | +107.3% |
| 10Y | +231.7% | -34.4% | +266.1% | +352.3% |
| All | +231.7% | -35.7% | +267.5% | +352.3% |
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