+90.1%
BAX vs VIG
+655.9%
-565.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.3% |
| 30D | +6.3% | +4.9% | +1.4% | +2.2% |
| 3M | -4.6% | +2.9% | -7.5% | -6.8% |
| 6M | +50.4% | +11.2% | +39.2% | +38.3% |
| YTD | +38.0% | +16.0% | +22.0% | +23.4% |
| 1Y | +44.6% | +17.0% | +27.7% | +28.5% |
| 3Y | -15.1% | +66.9% | -82.0% | -42.4% |
| 5Y | -63.3% | +65.8% | -129.1% | -75.1% |
| 10Y | -34.4% | +263.6% | -298.0% | -75.4% |
| All | +90.1% | +655.9% | -565.8% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling