-68.9%
XYZ vs BAX
-65.4%
-3.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -1.0% | -1.1% | +0.2% | -0.5% |
| 30D | -1.7% | -5.5% | +3.7% | +0.4% |
| 3M | +16.7% | +33.5% | -16.8% | +4.3% |
| 6M | +26.9% | +35.9% | -9.0% | +12.0% |
| YTD | +27.1% | +35.4% | -8.2% | +11.8% |
| 1Y | +9.3% | +9.8% | -0.5% | +3.2% |
| 3Y | +42.3% | -32.7% | +75.0% | +58.2% |
| All | -68.9% | -65.4% | -3.5% | -54.3% |
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