+67.1%
V vs BAX
-67.0%
+134.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.0% | -1.1% |
| 7D | -1.1% | -2.4% | +1.4% | -0.7% |
| 30D | +1.9% | -9.7% | +11.6% | +3.5% |
| 3M | +15.5% | +29.3% | -13.7% | +10.6% |
| 6M | +16.6% | +40.7% | -24.0% | +9.7% |
| YTD | +5.7% | +30.3% | -24.5% | +0.2% |
| 1Y | +8.6% | +3.4% | +5.2% | +6.8% |
| 3Y | +52.5% | -32.0% | +84.5% | +59.2% |
| 5Y | +67.1% | -66.9% | +134.0% | +114.5% |
| All | +67.1% | -67.0% | +134.2% | +114.5% |
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