-26.3%
U vs BAX
-64.1%
+37.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | +24.4% | +3.6% | +20.7% | +22.8% |
| 30D | +7.4% | +8.5% | -1.1% | +4.4% |
| 3M | +16.8% | -4.9% | +21.7% | +18.1% |
| 6M | +78.8% | +47.0% | +31.8% | +56.9% |
| YTD | +14.0% | +38.4% | -24.5% | -0.3% |
| 1Y | +16.7% | +49.1% | -32.4% | -1.3% |
| 3Y | +86.4% | -14.9% | +101.3% | +93.1% |
| 5Y | -71.5% | -63.1% | -8.4% | -64.4% |
| All | -26.3% | -64.1% | +37.7% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling