-19.0%
BAX vs VFC
+50.0%
-69.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -0.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +4.1% | +25.5% | -21.4% | -1.2% |
| 3M | -4.5% | +41.3% | -45.8% | -11.9% |
| 6M | +49.2% | +22.2% | +27.0% | +41.3% |
| YTD | +35.2% | +16.4% | +18.8% | +29.0% |
| 1Y | +38.3% | +38.4% | -0.1% | +27.1% |
| 3Y | -19.0% | +56.2% | -75.3% | -32.0% |
| All | -19.0% | +50.0% | -69.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling