+7.0%
BAX vs VT
+374.2%
-367.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.4% | -1.6% | -1.4% |
| 30D | -5.5% | +1.0% | -6.4% | -6.0% |
| 3M | +33.5% | +2.4% | +31.2% | +31.5% |
| 6M | +35.9% | +12.0% | +23.9% | +26.9% |
| YTD | +35.4% | +15.3% | +20.0% | +24.4% |
| 1Y | +9.8% | +22.6% | -12.8% | -2.7% |
| 3Y | -32.7% | +74.7% | -107.4% | -51.6% |
| 5Y | -65.6% | +66.1% | -131.7% | -74.7% |
| 10Y | -34.9% | +225.0% | -259.9% | -67.5% |
| All | +7.0% | +374.2% | -367.2% | -60.0% |
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