+36.9%
BAX vs VEU
+174.3%
-137.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +0.4% | +2.4% | -2.0% | -0.9% |
| 30D | +3.4% | -2.0% | +5.4% | +4.5% |
| 3M | -4.5% | -5.1% | +0.7% | -1.8% |
| 6M | +44.0% | -0.7% | +44.7% | +44.1% |
| YTD | +34.9% | +11.0% | +23.9% | +27.4% |
| 1Y | +37.9% | +12.4% | +25.5% | +29.4% |
| 3Y | -17.1% | +69.8% | -86.9% | -36.9% |
| 5Y | -64.3% | +48.2% | -112.5% | -71.1% |
| 10Y | -35.9% | +148.1% | -184.0% | -60.1% |
| All | +36.9% | +174.3% | -137.5% | -22.5% |
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