-33.9%
BAX vs VO
+206.8%
-240.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +0.5% |
| 7D | +9.0% | -0.1% | +9.2% | +9.2% |
| 30D | +8.5% | +0.5% | +8.0% | +8.1% |
| 3M | -4.1% | -1.0% | -3.1% | -3.5% |
| 6M | +46.9% | +6.4% | +40.5% | +40.8% |
| YTD | +38.4% | +13.6% | +24.8% | +27.5% |
| 1Y | +47.0% | +14.5% | +32.5% | +34.7% |
| 3Y | -14.9% | +67.2% | -82.2% | -38.5% |
| 5Y | -62.5% | +36.1% | -98.6% | -69.6% |
| 10Y | -33.9% | +199.3% | -233.2% | -67.3% |
| All | -33.9% | +206.8% | -240.7% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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