-66.4%
BAX vs VEU
+57.4%
-123.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.5% |
| 7D | -2.4% | +1.7% | -4.1% | -3.5% |
| 30D | -9.7% | +1.0% | -10.7% | -10.4% |
| 3M | +29.3% | +5.6% | +23.6% | +24.0% |
| 6M | +40.7% | +13.7% | +27.0% | +27.6% |
| YTD | +30.3% | +17.7% | +12.6% | +15.6% |
| 1Y | +3.4% | +25.8% | -22.4% | -12.2% |
| 3Y | -32.0% | +77.1% | -109.1% | -52.9% |
| All | -66.4% | +57.4% | -123.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling