+6.2%
BAX vs VT
+345.0%
-338.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -0.7% |
| 7D | +9.1% | -4.2% | +13.3% | +12.1% |
| 30D | +5.3% | -5.8% | +11.1% | +9.2% |
| 3M | -6.1% | -5.2% | -0.9% | -3.0% |
| 6M | +53.3% | +0.1% | +53.1% | +52.9% |
| YTD | +34.4% | +8.2% | +26.2% | +28.4% |
| 1Y | +43.2% | +10.1% | +33.0% | +35.3% |
| 3Y | -20.1% | +69.7% | -89.8% | -41.4% |
| 5Y | -63.7% | +53.4% | -117.1% | -72.0% |
| 10Y | -36.3% | +219.2% | -255.6% | -67.8% |
| All | +6.2% | +345.0% | -338.7% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling