+131.7%
BAX vs ITOT
+875.1%
-743.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.1% | +2.5% | -2.4% | -1.5% |
| 30D | +4.1% | -1.7% | +5.8% | +5.3% |
| 3M | -4.5% | -3.4% | -1.2% | -2.4% |
| 6M | +49.2% | +2.1% | +47.1% | +47.1% |
| YTD | +35.2% | +11.5% | +23.8% | +26.3% |
| 1Y | +38.3% | +13.6% | +24.7% | +27.5% |
| 3Y | -19.0% | +77.2% | -96.2% | -44.2% |
| 5Y | -64.2% | +64.4% | -128.5% | -74.4% |
| 10Y | -35.7% | +288.6% | -324.3% | -74.1% |
| All | +131.7% | +875.1% | -743.3% | -49.8% |
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