+9,741.5%
TER vs BAX
+922.9%
+8,818.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.3% | +12.0% |
| 7D | -5.8% | +9.0% | -14.8% | -8.2% |
| 30D | -38.9% | +8.5% | -47.4% | -40.7% |
| 3M | -35.1% | -4.1% | -31.0% | -34.7% |
| 6M | -31.6% | +46.9% | -78.5% | -41.0% |
| YTD | +27.2% | +38.4% | -11.2% | +11.4% |
| 1Y | +35.2% | +47.0% | -11.8% | +15.7% |
| 3Y | +192.8% | -14.9% | +207.7% | +190.3% |
| 5Y | +72.4% | -62.5% | +134.9% | +120.4% |
| 10Y | +1,001.8% | -33.9% | +1,035.8% | +1,067.8% |
| All | +9,741.5% | +922.9% | +8,818.6% | +4,007.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling