+13.5%
U vs BAX
-32.5%
+46.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +3.8% |
| 7D | +4.5% | -2.4% | +6.9% | +5.2% |
| 30D | -0.6% | -9.7% | +9.1% | +2.5% |
| 3M | +48.4% | +29.3% | +19.2% | +36.7% |
| 6M | +115.4% | +40.7% | +74.7% | +92.1% |
| YTD | -3.2% | +30.3% | -33.5% | -13.4% |
| 1Y | -6.0% | +3.4% | -9.4% | -7.7% |
| 3Y | +13.5% | -32.0% | +45.5% | +24.0% |
| All | +13.5% | -32.5% | +46.0% | +24.0% |
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