+874.4%
BAX vs VSH
+1,203.4%
-329.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.1% |
| 7D | +12.1% | -12.9% | +25.1% | +13.8% |
| 30D | +7.6% | -36.9% | +44.5% | +13.0% |
| 3M | -4.5% | -28.8% | +24.3% | -1.5% |
| 6M | +52.0% | -30.3% | +82.3% | +54.1% |
| YTD | +35.1% | +62.4% | -27.2% | +22.8% |
| 1Y | +43.7% | +62.5% | -18.8% | +30.5% |
| 3Y | -20.9% | +7.4% | -28.3% | -25.8% |
| 5Y | -63.5% | +25.4% | -89.0% | -66.6% |
| 10Y | -36.0% | +102.6% | -138.6% | -45.5% |
| All | +874.4% | +1,203.4% | -329.0% | +424.6% |
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 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