-64.2%
BAX vs DTE
+46.4%
-110.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | +3.4% | -3.4% | -1.3% |
| 30D | +4.1% | +8.9% | -4.8% | +0.4% |
| 3M | -4.5% | +1.1% | -5.6% | -5.1% |
| 6M | +49.2% | +0.1% | +49.2% | +49.2% |
| YTD | +35.2% | +11.1% | +24.2% | +29.0% |
| 1Y | +38.3% | +4.9% | +33.3% | +35.0% |
| 3Y | -19.0% | +58.6% | -77.6% | -34.2% |
| All | -64.2% | +46.4% | -110.6% | -70.5% |
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