-34.4%
BAX vs D
+34.8%
-69.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -1.1% | +1.5% | -2.6% | -1.8% |
| 30D | -5.5% | -2.6% | -2.9% | -4.5% |
| 3M | +33.5% | 0.0% | +33.5% | +33.5% |
| 6M | +35.9% | +7.4% | +28.5% | +31.6% |
| YTD | +35.4% | +15.9% | +19.5% | +26.7% |
| 1Y | +9.8% | +18.1% | -8.4% | +1.7% |
| 3Y | -32.7% | +58.4% | -91.1% | -45.7% |
| 5Y | -65.6% | +5.2% | -70.8% | -67.2% |
| All | -34.4% | +34.8% | -69.2% | -43.1% |
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