-50.2%
VG vs BAX
-16.7%
-33.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.4% |
| 7D | -8.3% | +9.0% | -17.4% | -8.1% |
| 30D | -10.3% | +8.5% | -18.8% | -10.0% |
| 3M | -10.8% | -4.1% | -6.7% | -10.3% |
| 6M | +3.5% | +46.9% | -43.5% | +1.6% |
| YTD | +74.0% | +38.4% | +35.6% | +71.4% |
| 1Y | +48.9% | +47.0% | +1.9% | +44.3% |
| All | -50.2% | -16.7% | -33.6% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling