+131.9%
BAX vs ITOT
+896.7%
-764.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -5.5% | 0.0% | -5.5% | -5.5% |
| 3M | +33.5% | +2.0% | +31.6% | +31.8% |
| 6M | +35.9% | +13.0% | +22.8% | +25.5% |
| YTD | +35.4% | +14.0% | +21.4% | +24.6% |
| 1Y | +9.8% | +19.9% | -10.2% | -2.2% |
| 3Y | -32.7% | +75.8% | -108.5% | -53.4% |
| 5Y | -65.6% | +73.8% | -139.4% | -76.3% |
| 10Y | -34.9% | +295.9% | -330.8% | -74.1% |
| All | +131.9% | +896.7% | -764.8% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling