-67.1%
BAX vs DTE
+31.9%
-99.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -12.2% | -0.5% | -11.6% | -12.0% |
| 3M | +21.8% | -6.0% | +27.8% | +25.0% |
| 6M | +36.3% | -7.2% | +43.5% | +40.5% |
| YTD | +27.8% | +7.2% | +20.6% | +23.8% |
| 1Y | -0.1% | +4.1% | -4.1% | -2.0% |
| 3Y | -33.3% | +46.9% | -80.2% | -43.9% |
| 5Y | -67.1% | +32.9% | -100.0% | -71.7% |
| All | -67.1% | +31.9% | -99.0% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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