+4.3%
BABO vs VT
+47.5%
-43.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | -1.6% | +1.6% | +1.5% |
| 30D | -5.2% | -2.5% | -2.7% | -2.8% |
| 3M | -17.9% | -1.3% | -16.6% | -17.0% |
| 6M | -21.1% | +3.1% | -24.2% | -23.7% |
| YTD | -28.9% | +10.9% | -39.8% | -36.0% |
| 1Y | -34.3% | +12.1% | -46.4% | -41.5% |
| All | +4.3% | +47.5% | -43.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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