-34.4%
BAX vs D
+47.5%
-81.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | -2.4% | +1.8% | +0.4% |
| 30D | +6.3% | +9.0% | -2.7% | +2.4% |
| 3M | -4.6% | +1.0% | -5.5% | -5.1% |
| 6M | +50.4% | +11.0% | +39.4% | +43.5% |
| YTD | +38.0% | +19.8% | +18.3% | +27.3% |
| 1Y | +44.6% | +16.0% | +28.6% | +35.0% |
| 3Y | -15.1% | +74.4% | -89.5% | -34.0% |
| 5Y | -63.3% | +13.5% | -76.8% | -66.2% |
| 10Y | -34.4% | +48.4% | -82.7% | -44.5% |
| All | -34.4% | +47.5% | -81.9% | -44.5% |
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