+42.1%
RF vs BAX
-63.7%
+105.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +12.1% | -13.0% | -4.0% |
| 30D | +6.0% | +7.6% | -1.6% | +3.6% |
| 3M | -8.9% | -4.5% | -4.4% | -8.1% |
| 6M | +2.3% | +52.0% | -49.7% | -10.2% |
| YTD | +7.6% | +35.1% | -27.6% | -3.3% |
| 1Y | +21.2% | +43.7% | -22.6% | +6.8% |
| 3Y | +108.5% | -20.9% | +129.5% | +113.7% |
| All | +42.1% | -63.7% | +105.8% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling