+1,514.2%
RF vs BAX
+900.4%
+613.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +1.3% | -1.1% | +2.5% | +1.7% |
| 30D | -3.6% | -5.5% | +1.8% | -1.8% |
| 3M | +8.1% | +33.5% | -25.5% | -3.2% |
| 6M | +11.5% | +35.9% | -24.4% | -1.2% |
| YTD | +15.6% | +35.4% | -19.8% | +1.6% |
| 1Y | +15.7% | +9.8% | +5.9% | +8.5% |
| 3Y | +86.9% | -32.7% | +119.6% | +102.3% |
| 5Y | +89.8% | -65.6% | +155.4% | +156.9% |
| 10Y | +344.7% | -34.9% | +379.6% | +374.1% |
| All | +1,514.2% | +900.4% | +613.7% | +813.2% |
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