-35.6%
BAX vs VSH
+117.5%
-153.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +3.6% | -1.6% | +5.2% | +3.5% |
| 30D | +8.5% | -21.3% | +29.8% | +12.7% |
| 3M | -4.9% | -18.9% | +14.0% | -2.6% |
| 6M | +47.0% | -21.4% | +68.4% | +44.3% |
| YTD | +38.4% | +86.8% | -48.4% | +8.2% |
| 1Y | +49.1% | +85.8% | -36.6% | +16.4% |
| 3Y | -14.9% | +30.1% | -45.0% | -30.5% |
| 5Y | -63.1% | +42.8% | -105.9% | -71.1% |
| 10Y | -35.6% | +121.2% | -156.8% | -56.3% |
| All | -35.6% | +117.5% | -153.1% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling