+119.8%
BAUG vs VT
+142.2%
-22.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -2.3% | +0.4% | -0.3% |
| 30D | -3.6% | -5.0% | +1.4% | -0.2% |
| 3M | -2.3% | -4.9% | +2.6% | +1.1% |
| 6M | +2.6% | -1.5% | +4.1% | +3.4% |
| YTD | +7.8% | +8.5% | -0.7% | +1.4% |
| 1Y | +10.1% | +11.4% | -1.3% | +1.6% |
| 3Y | +60.9% | +70.1% | -9.1% | +10.1% |
| 5Y | +63.5% | +53.7% | +9.7% | +19.0% |
| All | +119.8% | +142.2% | -22.4% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling