-26.2%
BAX vs VLTO
+54.8%
-81.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | +12.1% | +5.4% | +6.7% | +9.6% |
| 30D | +7.6% | +22.3% | -14.7% | -2.1% |
| 3M | -4.5% | +19.6% | -24.1% | -12.2% |
| 6M | +52.0% | +35.2% | +16.9% | +31.4% |
| YTD | +35.1% | +17.9% | +17.3% | +24.3% |
| 1Y | +43.7% | +19.5% | +24.2% | +31.1% |
| 3Y | -20.9% | +73.9% | -94.9% | -32.8% |
| All | -26.2% | +54.8% | -81.1% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling