-66.9%
BAX vs VMC
+52.4%
-119.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -9.7% | -9.1% | -0.6% | -7.3% |
| 3M | +29.3% | -4.1% | +33.4% | +30.9% |
| 6M | +40.7% | -5.5% | +46.2% | +42.8% |
| YTD | +30.3% | -8.9% | +39.2% | +32.6% |
| 1Y | +3.4% | -12.9% | +16.3% | +6.4% |
| 3Y | -32.0% | +22.1% | -54.2% | -37.1% |
| 5Y | -66.9% | +52.7% | -119.6% | -71.5% |
| All | -66.9% | +52.4% | -119.3% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling