+3.4%
BAX vs VO
+14.5%
-11.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.9% |
| 7D | -2.4% | +0.6% | -3.1% | -3.3% |
| 30D | -9.7% | -1.1% | -8.7% | -8.3% |
| 3M | +29.3% | +4.5% | +24.7% | +21.0% |
| 6M | +40.7% | +11.1% | +29.6% | +19.2% |
| YTD | +30.3% | +13.5% | +16.7% | +8.6% |
| 1Y | +3.4% | +14.5% | -11.1% | -16.8% |
| All | +3.4% | +14.5% | -11.1% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling