-39.3%
BAX vs ITOT
+303.4%
-342.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.2% |
| 30D | -11.7% | -1.5% | -10.2% | -10.7% |
| 3M | +16.2% | +3.6% | +12.6% | +13.4% |
| 6M | +32.0% | +13.7% | +18.3% | +20.5% |
| YTD | +24.7% | +12.9% | +11.8% | +14.7% |
| 1Y | -2.6% | +17.2% | -19.8% | -12.7% |
| 3Y | -35.0% | +75.6% | -110.6% | -56.2% |
| 5Y | -67.6% | +75.5% | -143.0% | -78.4% |
| All | -39.3% | +303.4% | -342.8% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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