+533.2%
XYZ vs BAX
-19.7%
+552.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | -1.0% | -1.1% | +0.2% | -0.4% |
| 30D | -1.7% | -5.5% | +3.7% | +0.9% |
| 3M | +16.7% | +33.5% | -16.8% | +1.2% |
| 6M | +26.9% | +35.9% | -9.0% | +8.3% |
| YTD | +27.1% | +35.4% | -8.2% | +7.6% |
| 1Y | +9.3% | +9.8% | -0.5% | +1.2% |
| 3Y | +42.3% | -32.7% | +75.0% | +60.4% |
| 5Y | -69.3% | -65.6% | -3.8% | -49.4% |
| 10Y | +586.8% | -34.9% | +621.7% | +655.5% |
| All | +533.2% | -19.7% | +552.9% | +516.2% |
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