-63.1%
BAX vs D
+14.3%
-77.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.6% | +2.4% | +1.3% | +2.7% |
| 30D | +8.5% | +10.9% | -2.4% | +4.1% |
| 3M | -4.9% | +2.8% | -7.7% | -6.1% |
| 6M | +47.0% | +12.7% | +34.3% | +39.9% |
| YTD | +38.4% | +20.3% | +18.1% | +28.2% |
| 1Y | +49.1% | +17.1% | +32.0% | +39.4% |
| 3Y | -14.9% | +75.1% | -90.0% | -32.5% |
| 5Y | -63.1% | +13.1% | -76.3% | -64.7% |
| All | -63.1% | +14.3% | -77.4% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling