+173.7%
VEA vs BAX
+29.6%
+144.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +1.9% | -5.5% | +7.4% | +3.9% |
| 3M | +3.2% | +33.5% | -30.3% | -8.1% |
| 6M | +10.2% | +35.9% | -25.6% | -3.0% |
| YTD | +18.9% | +35.4% | -16.5% | +3.3% |
| 1Y | +29.3% | +9.8% | +19.6% | +20.6% |
| 3Y | +76.8% | -32.7% | +109.5% | +91.0% |
| 5Y | +61.2% | -65.6% | +126.8% | +130.7% |
| 10Y | +163.3% | -34.9% | +198.2% | +145.7% |
| All | +173.7% | +29.6% | +144.1% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling