-38.3%
BAX vs VSH
+179.3%
-217.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -5.4% | +3.1% | -8.5% | -6.0% |
| 30D | -12.4% | -5.7% | -6.7% | -11.6% |
| 3M | +19.1% | -42.5% | +61.6% | +30.9% |
| 6M | +38.6% | +82.7% | -44.1% | +11.9% |
| YTD | +26.7% | +118.2% | -91.5% | -2.4% |
| 1Y | +1.0% | +109.7% | -108.6% | -21.9% |
| 3Y | -33.9% | +35.3% | -69.2% | -45.5% |
| 5Y | -67.0% | +65.6% | -132.6% | -74.5% |
| All | -38.3% | +179.3% | -217.6% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling