-33.1%
BAX vs VMC
+125.2%
-158.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +0.1% | -1.3% | +1.3% | +0.3% |
| 30D | +4.1% | +15.5% | -11.4% | +1.0% |
| 3M | -4.5% | +0.6% | -5.1% | -4.8% |
| 6M | +49.2% | +2.1% | +47.2% | +48.4% |
| YTD | +35.2% | -1.6% | +36.8% | +34.9% |
| 1Y | +38.3% | -1.2% | +39.5% | +37.8% |
| 3Y | -19.0% | +35.3% | -54.4% | -24.3% |
| 5Y | -64.2% | +43.6% | -107.8% | -67.3% |
| All | -33.1% | +125.2% | -158.4% | -43.7% |
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