-10.2%
DOW vs BAX
-64.6%
+54.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.4% | -5.4% | +3.1% | -0.4% |
| 30D | -4.1% | -12.4% | +8.3% | +0.6% |
| 3M | -12.4% | +19.1% | -31.5% | -19.3% |
| 6M | -10.6% | +38.6% | -49.2% | -23.8% |
| YTD | +31.1% | +26.7% | +4.4% | +14.5% |
| 1Y | +30.5% | +1.0% | +29.5% | +25.6% |
| 3Y | -34.4% | -33.9% | -0.5% | -26.4% |
| 5Y | -35.5% | -67.0% | +31.5% | -0.2% |
| All | -10.2% | -64.6% | +54.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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