-36.9%
BAX vs VIG
+241.3%
-278.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -5.1% | -1.2% | -3.9% | -4.1% |
| 30D | -12.2% | -2.8% | -9.3% | -9.8% |
| 3M | +21.8% | +2.5% | +19.3% | +19.5% |
| 6M | +36.3% | +8.1% | +28.2% | +27.7% |
| YTD | +27.8% | +9.6% | +18.2% | +18.7% |
| 1Y | -0.1% | +14.2% | -14.2% | -10.4% |
| 3Y | -33.3% | +56.1% | -89.4% | -53.9% |
| 5Y | -67.1% | +62.8% | -129.9% | -78.2% |
| 10Y | -36.9% | +248.2% | -285.1% | -78.8% |
| All | -36.9% | +241.3% | -278.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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