-36.9%
BAX vs VO
+193.0%
-229.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | -5.1% | -0.6% | -4.5% | -4.7% |
| 30D | -12.2% | -1.9% | -10.2% | -11.0% |
| 3M | +21.8% | +3.3% | +18.6% | +19.3% |
| 6M | +36.3% | +9.7% | +26.6% | +28.3% |
| YTD | +27.8% | +12.6% | +15.2% | +18.5% |
| 1Y | -0.1% | +13.6% | -13.7% | -7.8% |
| 3Y | -33.3% | +56.8% | -90.1% | -49.8% |
| 5Y | -67.1% | +42.3% | -109.4% | -74.1% |
| 10Y | -36.9% | +199.2% | -236.1% | -70.2% |
| All | -36.9% | +193.0% | -229.9% | -70.2% |
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