+18.4%
U vs BAX
+46.0%
-27.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +4.5% |
| 7D | +7.5% | +4.1% | +3.4% | +6.9% |
| 30D | -7.0% | +9.4% | -16.5% | -7.9% |
| 3M | +20.6% | -6.5% | +27.0% | +20.4% |
| 6M | +53.2% | +59.6% | -6.4% | +54.5% |
| YTD | -3.9% | +38.9% | -42.7% | +1.3% |
| 1Y | +18.4% | +48.0% | -29.6% | +28.5% |
| All | +18.4% | +46.0% | -27.7% | +28.5% |
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