-32.0%
BAX vs VSH
+32.2%
-64.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.6% |
| 7D | -2.4% | +6.2% | -8.6% | -3.6% |
| 30D | -9.7% | -11.1% | +1.4% | -7.9% |
| 3M | +29.3% | -44.9% | +74.2% | +42.9% |
| 6M | +40.7% | +90.0% | -49.3% | +6.5% |
| YTD | +30.3% | +118.8% | -88.5% | -5.7% |
| 1Y | +3.4% | +109.0% | -105.6% | -24.7% |
| 3Y | -32.0% | +35.6% | -67.7% | -48.4% |
| All | -32.0% | +32.2% | -64.3% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling