+18.0%
BAFE vs VT
+32.4%
-14.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | +0.2% |
| 7D | -2.0% | -4.2% | +2.1% | +2.0% |
| 30D | -2.1% | -5.8% | +3.7% | +3.7% |
| 3M | -2.6% | -5.2% | +2.6% | +2.5% |
| 6M | +4.8% | +0.1% | +4.7% | +4.2% |
| YTD | +8.1% | +8.2% | -0.2% | -0.9% |
| 1Y | +11.1% | +10.1% | +1.0% | 0.0% |
| All | +18.0% | +32.4% | -14.4% | -12.2% |
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