-38.2%
BABX vs VT
+78.0%
-116.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.2% | +14.4% |
| 7D | +17.2% | -4.2% | +21.3% | +28.1% |
| 30D | -4.0% | -5.8% | +1.8% | +9.5% |
| 3M | -33.4% | -5.2% | -28.2% | -25.4% |
| 6M | -40.4% | +0.1% | -40.6% | -41.3% |
| YTD | -55.5% | +8.2% | -63.7% | -62.8% |
| 1Y | -65.8% | +10.1% | -75.9% | -72.7% |
| 3Y | -15.2% | +69.7% | -84.9% | -74.5% |
| All | -38.2% | +78.0% | -116.2% | -83.5% |
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