-33.9%
BAX vs D
+42.1%
-76.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +9.0% | +0.8% | +8.3% | +8.7% |
| 30D | +8.5% | +10.7% | -2.2% | +3.9% |
| 3M | -4.1% | +2.3% | -6.4% | -5.2% |
| 6M | +46.9% | +12.5% | +34.4% | +39.5% |
| YTD | +38.4% | +20.1% | +18.3% | +27.5% |
| 1Y | +47.0% | +15.6% | +31.5% | +37.5% |
| 3Y | -14.9% | +75.2% | -90.1% | -33.9% |
| 5Y | -62.5% | +14.6% | -77.1% | -65.6% |
| 10Y | -33.9% | +43.8% | -77.7% | -42.4% |
| All | -33.9% | +42.1% | -76.0% | -42.4% |
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