-63.7%
BAX vs VT
+53.2%
-116.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -0.1% |
| 7D | +9.1% | -4.2% | +13.3% | +12.8% |
| 30D | +5.3% | -5.8% | +11.1% | +10.2% |
| 3M | -6.1% | -5.2% | -0.9% | -2.2% |
| 6M | +53.3% | +0.1% | +53.1% | +52.6% |
| YTD | +34.4% | +8.2% | +26.2% | +26.6% |
| 1Y | +43.2% | +10.1% | +33.0% | +33.1% |
| 3Y | -20.1% | +69.7% | -89.8% | -44.1% |
| 5Y | -63.7% | +53.4% | -117.1% | -74.1% |
| All | -63.7% | +53.2% | -116.9% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling