+9.8%
BAX vs VMC
-8.5%
+18.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.1% | -4.3% | +3.2% | +0.4% |
| 30D | -5.5% | -8.2% | +2.8% | -2.6% |
| 3M | +33.5% | -7.0% | +40.6% | +36.9% |
| 6M | +35.9% | -10.8% | +46.6% | +39.5% |
| YTD | +35.4% | -7.4% | +42.7% | +32.1% |
| 1Y | +9.8% | -9.5% | +19.2% | +8.2% |
| All | +9.8% | -8.5% | +18.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling