-44.6%
VG vs BAX
-18.6%
-26.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +14.0% | +0.1% | +13.9% | +14.0% |
| 30D | -1.0% | +4.1% | -5.1% | -0.7% |
| 3M | -2.7% | -4.5% | +1.8% | -2.3% |
| 6M | +1.5% | +49.2% | -47.8% | -0.8% |
| YTD | +93.7% | +35.2% | +58.5% | +90.7% |
| 1Y | +68.5% | +38.3% | +30.3% | +64.8% |
| All | -44.6% | -18.6% | -26.0% | -42.4% |
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 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