+54.6%
TER vs BAX
-63.7%
+118.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | -20.5% | +12.1% | -32.6% | -22.8% |
| 30D | -47.0% | +7.6% | -54.6% | -48.1% |
| 3M | -43.3% | -4.5% | -38.8% | -42.9% |
| 6M | -42.9% | +52.0% | -94.9% | -50.6% |
| YTD | +12.9% | +35.1% | -22.3% | +0.7% |
| 1Y | +18.2% | +43.7% | -25.5% | +3.4% |
| 3Y | +151.8% | -20.9% | +172.7% | +155.9% |
| All | +54.6% | -63.7% | +118.3% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling