-68.3%
U vs BAX
-67.6%
-0.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +4.4% | -5.1% | +9.5% | +6.2% |
| 30D | -1.3% | -12.2% | +10.9% | +3.2% |
| 3M | +49.6% | +21.8% | +27.8% | +38.7% |
| 6M | +100.2% | +36.3% | +63.9% | +76.9% |
| YTD | -3.7% | +27.8% | -31.5% | -14.8% |
| 1Y | -6.5% | -0.1% | -6.5% | -8.6% |
| 3Y | +12.9% | -33.3% | +46.2% | +28.8% |
| 5Y | -68.3% | -67.1% | -1.2% | -49.7% |
| All | -68.3% | -67.6% | -0.7% | -49.7% |
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