+59.4%
VEA vs BAX
-67.5%
+126.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -2.1% | -5.4% | +3.4% | -1.2% |
| 30D | -1.1% | -12.4% | +11.3% | +1.1% |
| 3M | +5.1% | +19.1% | -14.0% | +1.6% |
| 6M | +9.8% | +38.6% | -28.8% | +3.1% |
| YTD | +15.9% | +26.7% | -10.8% | +9.9% |
| 1Y | +24.6% | +1.0% | +23.5% | +22.4% |
| 3Y | +75.5% | -33.9% | +109.4% | +82.5% |
| 5Y | +59.4% | -67.0% | +126.4% | +91.1% |
| All | +59.4% | -67.5% | +126.8% | +91.1% |
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