+37.3%
BAX vs VEU
+192.1%
-154.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -1.1% | +1.1% | -2.3% | -1.7% |
| 30D | -5.5% | +2.2% | -7.6% | -6.6% |
| 3M | +33.5% | +3.0% | +30.6% | +31.1% |
| 6M | +35.9% | +10.9% | +25.0% | +28.3% |
| YTD | +35.4% | +18.2% | +17.2% | +23.7% |
| 1Y | +9.8% | +28.3% | -18.5% | -3.8% |
| 3Y | -32.7% | +74.6% | -107.3% | -49.6% |
| 5Y | -65.6% | +56.4% | -121.9% | -72.9% |
| 10Y | -34.9% | +153.0% | -187.9% | -60.0% |
| All | +37.3% | +192.1% | -154.8% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling