+895.2%
BAX vs VSH
+1,531.5%
-636.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -1.3% |
| 7D | -0.6% | +12.8% | -13.4% | -2.3% |
| 30D | +6.3% | -9.0% | +15.3% | +6.8% |
| 3M | -4.6% | -12.2% | +7.6% | -4.1% |
| 6M | +50.4% | -15.9% | +66.3% | +49.0% |
| YTD | +38.0% | +103.2% | -65.2% | +22.0% |
| 1Y | +44.6% | +108.4% | -63.8% | +27.3% |
| 3Y | -15.1% | +41.6% | -56.7% | -23.0% |
| 5Y | -63.3% | +54.6% | -117.9% | -67.3% |
| 10Y | -34.4% | +138.2% | -172.6% | -45.4% |
| All | +895.2% | +1,531.5% | -636.3% | +421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling