-33.9%
BAX vs VTEB
+8.2%
-42.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | 0.0% |
| 7D | -5.4% | -1.2% | -4.2% | -4.0% |
| 30D | -12.4% | -2.9% | -9.5% | -9.3% |
| 3M | +19.1% | -3.2% | +22.3% | +23.8% |
| 6M | +38.6% | -2.6% | +41.3% | +43.3% |
| YTD | +26.7% | -1.8% | +28.5% | +30.2% |
| 1Y | +1.0% | +0.2% | +0.8% | +2.1% |
| All | -33.9% | +8.2% | -42.1% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling