+99.1%
V vs BAX
-63.7%
+162.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.2% | +12.1% | -9.9% | +0.4% |
| 30D | +13.6% | +7.6% | +6.0% | +12.1% |
| 3M | +14.3% | -4.5% | +18.8% | +14.9% |
| 6M | +33.1% | +52.0% | -18.9% | +24.0% |
| YTD | +21.2% | +35.1% | -13.9% | +14.2% |
| 1Y | +26.4% | +43.7% | -17.3% | +17.7% |
| 3Y | +77.6% | -20.9% | +98.5% | +79.7% |
| All | +99.1% | -63.7% | +162.8% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling