+161.1%
VEA vs BAX
-38.1%
+199.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.4% |
| 7D | -1.5% | -7.9% | +6.4% | +0.4% |
| 30D | -0.8% | -11.7% | +10.8% | +2.0% |
| 3M | +2.5% | +16.2% | -13.7% | -1.7% |
| 6M | +11.1% | +32.0% | -20.8% | +3.0% |
| YTD | +17.2% | +24.7% | -7.5% | +9.1% |
| 1Y | +24.5% | -2.6% | +27.1% | +22.7% |
| 3Y | +75.4% | -35.0% | +110.4% | +86.8% |
| 5Y | +61.1% | -67.6% | +128.7% | +111.5% |
| All | +161.1% | -38.1% | +199.2% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling