-20.9%
BAX vs VSH
+6.8%
-27.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.4% |
| 7D | +12.1% | -12.9% | +25.1% | +14.4% |
| 30D | +7.6% | -36.9% | +44.5% | +15.6% |
| 3M | -4.5% | -28.8% | +24.3% | -0.4% |
| 6M | +52.0% | -30.3% | +82.3% | +48.7% |
| YTD | +35.1% | +62.4% | -27.2% | +1.5% |
| 1Y | +43.7% | +62.5% | -18.8% | +7.5% |
| 3Y | -20.9% | +7.4% | -28.3% | -37.6% |
| All | -20.9% | +6.8% | -27.8% | -37.6% |
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