+875.9%
BAX vs VFC
+845.1%
+30.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.5% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | -5.5% | -11.6% | +6.2% | -3.0% |
| 3M | +33.5% | -18.1% | +51.6% | +38.5% |
| 6M | +35.9% | -27.4% | +63.2% | +44.3% |
| YTD | +35.4% | -24.8% | +60.2% | +42.5% |
| 1Y | +9.8% | -8.2% | +18.0% | +10.3% |
| 3Y | -32.7% | -29.1% | -3.6% | -34.1% |
| 5Y | -65.6% | -79.2% | +13.6% | -57.5% |
| 10Y | -34.9% | -68.1% | +33.2% | -29.4% |
| All | +875.9% | +845.1% | +30.8% | +442.0% |
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 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