+66.8%
BAUG vs VT
+57.9%
+9.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -1.6% | +0.4% | -0.1% |
| 30D | -1.1% | -2.5% | +1.4% | +0.7% |
| 3M | +0.4% | -1.3% | +1.7% | +1.3% |
| 6M | +5.2% | +3.1% | +2.1% | +2.7% |
| YTD | +9.8% | +10.9% | -1.1% | +1.6% |
| 1Y | +11.0% | +12.1% | -1.1% | +1.8% |
| 3Y | +64.3% | +73.9% | -9.6% | +9.4% |
| All | +66.8% | +57.9% | +9.0% | +17.2% |
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 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