-35.6%
BAX vs VMC
+136.9%
-172.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +3.6% | +1.1% | +2.5% | +3.4% |
| 30D | +8.5% | +17.7% | -9.2% | +4.9% |
| 3M | -4.9% | +1.1% | -5.9% | -5.2% |
| 6M | +47.0% | +1.8% | +45.1% | +46.2% |
| YTD | +38.4% | +1.5% | +36.9% | +37.3% |
| 1Y | +49.1% | -1.1% | +50.3% | +48.5% |
| 3Y | -14.9% | +38.8% | -53.7% | -20.8% |
| 5Y | -63.1% | +49.6% | -112.7% | -66.6% |
| 10Y | -35.6% | +130.6% | -166.2% | -46.2% |
| All | -35.6% | +136.9% | -172.5% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling