-21.9%
BAX vs VTEB
+26.0%
-47.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -12.2% | -2.1% | -10.1% | -11.4% |
| 3M | +21.8% | -2.7% | +24.5% | +23.3% |
| 6M | +36.3% | -2.1% | +38.4% | +37.7% |
| YTD | +27.8% | -1.1% | +28.9% | +28.6% |
| 1Y | -0.1% | +1.3% | -1.4% | -0.3% |
| 3Y | -33.3% | +9.0% | -42.3% | -35.0% |
| 5Y | -67.1% | +1.5% | -68.6% | -67.4% |
| 10Y | -36.9% | +18.5% | -55.4% | -39.3% |
| All | -21.9% | +26.0% | -47.9% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling