+86.4%
BAX vs VIG
+623.5%
-537.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -5.5% | -1.0% | -4.5% | -4.7% |
| 3M | +33.5% | +2.8% | +30.8% | +30.9% |
| 6M | +35.9% | +8.2% | +27.7% | +28.2% |
| YTD | +35.4% | +11.0% | +24.3% | +25.4% |
| 1Y | +9.8% | +16.1% | -6.4% | -1.8% |
| 3Y | -32.7% | +56.2% | -88.9% | -51.8% |
| 5Y | -65.6% | +63.0% | -128.5% | -76.2% |
| 10Y | -34.9% | +241.4% | -276.3% | -74.4% |
| All | +86.4% | +623.5% | -537.1% | -55.7% |
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