-45.6%
BABX vs VT
+84.3%
-129.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -4.8% |
| 7D | -7.5% | -0.7% | -6.8% | -7.6% |
| 30D | -17.4% | -1.7% | -15.7% | -15.2% |
| 3M | -40.6% | -2.3% | -38.3% | -38.3% |
| 6M | -51.1% | +1.5% | -52.6% | -53.7% |
| YTD | -60.8% | +12.0% | -72.9% | -70.0% |
| 1Y | -68.3% | +12.9% | -81.1% | -76.2% |
| 3Y | -21.1% | +74.9% | -96.1% | -78.0% |
| All | -45.6% | +84.3% | -129.9% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling