+874.4%
BAX vs VFC
+1,340.0%
-465.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +12.1% | +11.2% | +0.9% | +9.7% |
| 30D | +7.6% | +41.5% | -33.9% | -0.1% |
| 3M | -4.5% | +38.9% | -43.4% | -11.1% |
| 6M | +52.0% | +6.1% | +45.9% | +48.8% |
| YTD | +35.1% | +14.5% | +20.6% | +29.9% |
| 1Y | +43.7% | +46.0% | -2.2% | +31.2% |
| 3Y | -20.9% | +36.4% | -57.3% | -31.9% |
| 5Y | -63.5% | -67.5% | +4.0% | -59.0% |
| 10Y | -36.0% | -45.8% | +9.9% | -37.9% |
| All | +874.4% | +1,340.0% | -465.6% | +393.9% |
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