-35.7%
BAX vs VFC
-68.7%
+33.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.3% |
| 7D | -2.4% | +0.8% | -3.3% | -2.6% |
| 30D | -9.7% | -11.9% | +2.2% | -7.1% |
| 3M | +29.3% | -20.2% | +49.4% | +35.2% |
| 6M | +40.7% | -23.0% | +63.6% | +48.0% |
| YTD | +30.3% | -26.2% | +56.5% | +38.1% |
| 1Y | +3.4% | -13.3% | +16.7% | +5.3% |
| 3Y | -32.0% | -25.5% | -6.6% | -34.3% |
| 5Y | -66.9% | -78.1% | +11.2% | -58.1% |
| All | -35.7% | -68.7% | +33.0% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling