+126.0%
BAUG vs VT
+157.5%
-31.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +0.3% | +1.0% | -0.6% | -0.3% |
| 3M | +3.9% | +2.4% | +1.5% | +2.1% |
| 6M | +10.0% | +12.0% | -2.0% | +1.4% |
| YTD | +10.8% | +15.3% | -4.5% | 0.0% |
| 1Y | +15.3% | +22.6% | -7.3% | -0.4% |
| 3Y | +61.8% | +74.7% | -12.9% | +8.7% |
| 5Y | +71.6% | +66.1% | +5.5% | +18.4% |
| All | +126.0% | +157.5% | -31.5% | +10.9% |
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