-19.0%
BAX vs ITOT
+77.6%
-96.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.1% | +2.5% | -2.4% | -2.0% |
| 30D | +4.1% | -1.7% | +5.8% | +5.5% |
| 3M | -4.5% | -3.4% | -1.2% | -1.8% |
| 6M | +49.2% | +2.1% | +47.1% | +46.3% |
| YTD | +35.2% | +11.5% | +23.8% | +23.2% |
| 1Y | +38.3% | +13.6% | +24.7% | +24.1% |
| 3Y | -19.0% | +77.2% | -96.2% | -49.4% |
| All | -19.0% | +77.6% | -96.7% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling