+47.4%
TER vs BAX
+40.9%
+6.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +24.0% | +0.4% | +23.6% | +23.9% |
| 30D | -30.6% | +3.4% | -34.1% | -30.9% |
| 3M | -34.5% | -4.5% | -30.0% | -33.7% |
| 6M | -26.4% | +44.0% | -70.4% | -36.0% |
| YTD | +36.4% | +34.9% | +1.5% | +20.7% |
| 1Y | +47.4% | +37.9% | +9.5% | +30.3% |
| All | +47.4% | +40.9% | +6.5% | +30.3% |
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