+1,744.2%
TER vs BAX
-36.7%
+1,781.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +5.6% |
| 7D | +11.0% | -2.4% | +13.4% | +11.9% |
| 30D | -1.9% | -9.7% | +7.9% | +1.5% |
| 3M | -0.7% | +29.3% | -29.9% | -11.7% |
| 6M | +36.4% | +40.7% | -4.3% | +17.6% |
| YTD | +92.4% | +30.3% | +62.2% | +68.8% |
| 1Y | +213.5% | +3.4% | +210.1% | +197.2% |
| 3Y | +277.2% | -32.0% | +309.3% | +310.3% |
| 5Y | +219.1% | -66.9% | +286.0% | +383.5% |
| 10Y | +1,744.2% | -37.1% | +1,781.3% | +1,830.4% |
| All | +1,744.2% | -36.7% | +1,781.0% | +1,830.4% |
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