-33.1%
BAX vs D
+48.0%
-81.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +0.1% | -1.4% | +1.4% | +0.6% |
| 30D | +4.1% | +7.7% | -3.7% | +0.8% |
| 3M | -4.5% | -0.3% | -4.3% | -4.6% |
| 6M | +49.2% | +10.1% | +39.2% | +42.9% |
| YTD | +35.2% | +19.1% | +16.2% | +25.0% |
| 1Y | +38.3% | +15.9% | +22.4% | +29.1% |
| 3Y | -19.0% | +75.0% | -94.0% | -37.1% |
| 5Y | -64.2% | +13.4% | -77.5% | -66.9% |
| All | -33.1% | +48.0% | -81.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling