-34.4%
BAX vs VT
+224.5%
-258.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.4% | -1.6% | -1.5% |
| 30D | -5.5% | +1.0% | -6.4% | -6.2% |
| 3M | +33.5% | +2.4% | +31.2% | +31.0% |
| 6M | +35.9% | +12.0% | +23.9% | +24.6% |
| YTD | +35.4% | +15.3% | +20.0% | +21.7% |
| 1Y | +9.8% | +22.6% | -12.8% | -5.6% |
| 3Y | -32.7% | +74.7% | -107.4% | -55.2% |
| 5Y | -65.6% | +66.1% | -131.7% | -76.5% |
| All | -34.4% | +224.5% | -258.9% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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