+115.3%
BAX vs VNQ
+392.1%
-276.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -9.7% | -2.5% | -7.2% | -9.0% |
| 3M | +29.3% | +1.4% | +27.9% | +28.9% |
| 6M | +40.7% | +4.6% | +36.1% | +39.0% |
| YTD | +30.3% | +10.5% | +19.7% | +26.6% |
| 1Y | +3.4% | +8.4% | -5.0% | +1.2% |
| 3Y | -32.0% | +32.4% | -64.4% | -37.2% |
| 5Y | -66.9% | +5.5% | -72.3% | -67.5% |
| 10Y | -37.1% | +59.1% | -96.2% | -45.5% |
| All | +115.3% | +392.1% | -276.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling