-39.0%
U vs BAX
-64.9%
+25.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -3.8% | -1.1% | -2.7% | -3.5% |
| 30D | +17.5% | -5.5% | +22.9% | +19.5% |
| 3M | +38.7% | +33.5% | +5.2% | +26.2% |
| 6M | +104.4% | +35.9% | +68.6% | +84.0% |
| YTD | -5.7% | +35.4% | -41.0% | -16.6% |
| 1Y | +3.7% | +9.8% | -6.1% | -1.5% |
| 3Y | +12.3% | -32.7% | +45.1% | +25.2% |
| 5Y | -68.8% | -65.6% | -3.3% | -61.3% |
| All | -39.0% | -64.9% | +25.8% | -23.4% |
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 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