-29.8%
BABX vs VT
+89.7%
-119.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | -9.6% | +0.4% | -10.0% | -10.5% |
| 30D | -24.3% | +1.0% | -25.3% | -26.6% |
| 3M | -23.3% | +2.4% | -25.7% | -28.2% |
| 6M | -35.7% | +12.0% | -47.7% | -50.6% |
| YTD | -49.4% | +15.3% | -64.8% | -63.4% |
| 1Y | -42.0% | +22.6% | -64.6% | -63.0% |
| 3Y | -22.5% | +74.7% | -97.2% | -77.6% |
| All | -29.8% | +89.7% | -119.5% | -83.7% |
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 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