-36.9%
BAX vs VFC
-69.4%
+32.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | -5.1% | -2.3% | -2.8% | -4.6% |
| 30D | -12.2% | -13.4% | +1.2% | -9.3% |
| 3M | +21.8% | -23.7% | +45.5% | +28.7% |
| 6M | +36.3% | -24.5% | +60.8% | +44.0% |
| YTD | +27.8% | -27.8% | +55.6% | +36.2% |
| 1Y | -0.1% | -13.5% | +13.4% | +1.9% |
| 3Y | -33.3% | -27.1% | -6.2% | -35.2% |
| 5Y | -67.1% | -79.0% | +11.9% | -57.9% |
| 10Y | -36.9% | -68.7% | +31.8% | -22.8% |
| All | -36.9% | -69.4% | +32.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling