+145.9%
BAX vs VO
+827.2%
-681.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | -0.3% | -0.9% | -1.0% |
| 30D | -5.5% | -0.3% | -5.1% | -5.3% |
| 3M | +33.5% | +2.9% | +30.6% | +31.4% |
| 6M | +35.9% | +9.3% | +26.5% | +29.4% |
| YTD | +35.4% | +14.2% | +21.2% | +26.0% |
| 1Y | +9.8% | +15.3% | -5.5% | +1.8% |
| 3Y | -32.7% | +56.2% | -89.0% | -47.2% |
| 5Y | -65.6% | +42.4% | -108.0% | -71.9% |
| 10Y | -34.9% | +194.7% | -229.7% | -64.7% |
| All | +145.9% | +827.2% | -681.3% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling