-36.9%
BAX vs VMC
+146.8%
-183.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.3% |
| 7D | -5.1% | -5.3% | +0.2% | -4.1% |
| 30D | -12.2% | -12.3% | +0.1% | -9.9% |
| 3M | +21.8% | -10.3% | +32.1% | +24.4% |
| 6M | +36.3% | -8.6% | +44.9% | +38.6% |
| YTD | +27.8% | -11.9% | +39.7% | +30.4% |
| 1Y | -0.1% | -13.9% | +13.9% | +2.4% |
| 3Y | -33.3% | +18.2% | -51.5% | -35.9% |
| 5Y | -67.1% | +47.7% | -114.8% | -69.7% |
| 10Y | -36.9% | +152.5% | -189.4% | -45.4% |
| All | -36.9% | +146.8% | -183.7% | -45.4% |
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