-54.2%
W vs BAX
-63.7%
+9.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.8% |
| 7D | -3.6% | +12.1% | -15.7% | -9.6% |
| 30D | +7.0% | +7.6% | -0.6% | +2.1% |
| 3M | +7.4% | -4.5% | +11.9% | +9.5% |
| 6M | +69.3% | +52.0% | +17.3% | +33.4% |
| YTD | +11.3% | +35.1% | -23.9% | -8.5% |
| 1Y | +13.2% | +43.7% | -30.5% | -10.3% |
| 3Y | +142.0% | -20.9% | +163.0% | +158.7% |
| All | -54.2% | -63.7% | +9.4% | -16.6% |
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