-33.1%
BAX vs VSH
+115.4%
-148.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.1% |
| 7D | +0.1% | +14.3% | -14.3% | -2.8% |
| 30D | +4.1% | -7.9% | +11.9% | +4.7% |
| 3M | -4.5% | -19.9% | +15.3% | -2.1% |
| 6M | +49.2% | -30.5% | +79.8% | +51.5% |
| YTD | +35.2% | +85.7% | -50.4% | +5.5% |
| 1Y | +38.3% | +98.9% | -60.6% | +5.8% |
| 3Y | -19.0% | +32.1% | -51.1% | -34.3% |
| 5Y | -64.2% | +39.7% | -103.8% | -71.8% |
| All | -33.1% | +115.4% | -148.5% | -56.2% |
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