+897.8%
BAX vs VFC
+1,377.5%
-479.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.9% |
| 7D | +9.0% | +7.7% | +1.4% | +7.4% |
| 30D | +8.5% | +39.2% | -30.7% | +1.0% |
| 3M | -4.1% | +40.3% | -44.4% | -10.9% |
| 6M | +46.9% | +11.4% | +35.6% | +42.4% |
| YTD | +38.4% | +17.5% | +20.9% | +32.3% |
| 1Y | +47.0% | +45.9% | +1.1% | +34.2% |
| 3Y | -14.9% | +47.3% | -62.3% | -27.9% |
| 5Y | -62.5% | -67.2% | +4.7% | -58.0% |
| 10Y | -33.9% | -46.1% | +12.2% | -35.8% |
| All | +897.8% | +1,377.5% | -479.7% | +403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling