+25.0%
V vs BAX
+40.9%
-15.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.0% |
| 7D | -0.4% | +0.4% | -0.7% | -0.4% |
| 30D | +6.3% | +3.4% | +2.9% | +5.8% |
| 3M | +17.2% | -4.5% | +21.6% | +17.6% |
| 6M | +29.2% | +44.0% | -14.8% | +24.6% |
| YTD | +20.8% | +34.9% | -14.1% | +15.0% |
| 1Y | +25.0% | +37.9% | -12.9% | +17.8% |
| All | +25.0% | +40.9% | -15.9% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling