+199.8%
TER vs BAX
+9.9%
+189.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.3% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | -8.3% | -5.5% | -2.9% | -7.6% |
| 3M | -12.2% | +33.5% | -45.8% | -18.2% |
| 6M | +17.0% | +35.9% | -18.8% | +6.3% |
| YTD | +84.6% | +35.4% | +49.2% | +70.4% |
| 1Y | +199.8% | +9.8% | +190.1% | +173.2% |
| All | +199.8% | +9.9% | +189.9% | +173.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling