+51.8%
VG vs BAX
+46.0%
+5.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.0% | -11.7% | -6.4% |
| 7D | -16.4% | +4.1% | -20.5% | -14.5% |
| 30D | -10.8% | +9.4% | -20.2% | -7.4% |
| 3M | -6.3% | -6.5% | +0.2% | -6.7% |
| 6M | -12.5% | +59.6% | -72.1% | +0.4% |
| YTD | +76.9% | +38.9% | +38.0% | +107.1% |
| 1Y | +51.8% | +48.0% | +3.8% | +79.4% |
| All | +51.8% | +46.0% | +5.8% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling