-33.4%
BAX vs VEU
+74.2%
-107.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.2% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | -12.2% | +0.7% | -12.8% | -12.7% |
| 3M | +21.8% | +4.7% | +17.1% | +16.5% |
| 6M | +36.3% | +11.6% | +24.7% | +22.0% |
| YTD | +27.8% | +16.8% | +11.0% | +9.9% |
| 1Y | -0.1% | +24.9% | -24.9% | -19.1% |
| All | -33.4% | +74.2% | -107.6% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling