+262.0%
TER vs BAX
-31.1%
+293.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.2% |
| 7D | +0.6% | -1.1% | +1.8% | +0.9% |
| 30D | -8.3% | -5.5% | -2.8% | -7.2% |
| 3M | -12.2% | +33.5% | -45.8% | -19.8% |
| 6M | +17.1% | +35.9% | -18.8% | +6.0% |
| YTD | +84.7% | +35.4% | +49.3% | +66.3% |
| 1Y | +199.9% | +9.8% | +190.2% | +182.8% |
| All | +262.0% | -31.1% | +293.2% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling