+213.5%
TER vs BAX
+2.7%
+210.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +4.8% |
| 7D | +11.0% | -2.4% | +13.4% | +11.3% |
| 30D | -1.9% | -9.7% | +7.9% | -0.4% |
| 3M | -0.7% | +29.3% | -29.9% | -7.1% |
| 6M | +36.4% | +40.7% | -4.3% | +23.8% |
| YTD | +92.4% | +30.3% | +62.2% | +78.7% |
| 1Y | +213.5% | +3.4% | +210.1% | +186.8% |
| All | +213.5% | +2.7% | +210.8% | +186.8% |
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