+2,926.4%
V vs BAX
+16.7%
+2,909.7%
-51.9%
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 | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | +2.0% | -5.5% | +7.4% | +4.0% |
| 3M | +17.4% | +33.5% | -16.2% | +4.7% |
| 6M | +17.5% | +35.9% | -18.4% | +3.2% |
| YTD | +7.6% | +35.4% | -27.8% | -6.7% |
| 1Y | +7.7% | +9.8% | -2.0% | +0.3% |
| 3Y | +54.7% | -32.7% | +87.4% | +67.4% |
| 5Y | +73.0% | -65.6% | +138.6% | +151.6% |
| 10Y | +390.9% | -34.9% | +425.8% | +398.0% |
| All | +2,926.4% | +16.7% | +2,909.7% | +2,263.2% |
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