-29.9%
BAX vs VO
+58.9%
-88.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | -1.1% | -0.3% | -0.9% | -0.9% |
| 30D | -5.5% | -0.3% | -5.1% | -5.2% |
| 3M | +33.5% | +2.9% | +30.6% | +29.6% |
| 6M | +35.9% | +9.3% | +26.5% | +24.1% |
| YTD | +35.4% | +14.2% | +21.2% | +19.0% |
| 1Y | +9.8% | +15.3% | -5.5% | -4.3% |
| All | -29.9% | +58.9% | -88.9% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling