+77.6%
V vs BAX
-19.9%
+97.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.2% | +12.1% | -9.9% | +0.7% |
| 30D | +13.6% | +7.6% | +6.0% | +12.4% |
| 3M | +14.3% | -4.5% | +18.8% | +14.8% |
| 6M | +33.1% | +52.0% | -18.9% | +25.7% |
| YTD | +21.2% | +35.1% | -13.9% | +15.5% |
| 1Y | +26.4% | +43.7% | -17.3% | +19.3% |
| 3Y | +77.6% | -20.9% | +98.5% | +79.4% |
| All | +77.6% | -19.9% | +97.5% | +79.4% |
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 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