+118.3%
RF vs BAX
-16.0%
+134.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | +3.6% | -3.3% | -0.6% |
| 30D | +6.2% | +8.5% | -2.3% | +3.7% |
| 3M | -7.8% | -4.9% | -3.0% | -6.9% |
| 6M | +5.9% | +47.0% | -41.1% | -5.4% |
| YTD | +9.0% | +38.4% | -29.4% | -2.0% |
| 1Y | +19.3% | +49.1% | -29.9% | +4.9% |
| All | +118.3% | -16.0% | +134.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling