-51.4%
VG vs BAX
-18.6%
-32.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -22.0% | +12.1% | -34.2% | -21.7% |
| 30D | -11.6% | +7.6% | -19.2% | -11.4% |
| 3M | -14.9% | -4.5% | -10.4% | -14.5% |
| 6M | -3.5% | +52.0% | -55.6% | -5.9% |
| YTD | +70.0% | +35.1% | +34.8% | +67.4% |
| 1Y | +50.0% | +43.7% | +6.3% | +45.2% |
| All | -51.4% | -18.6% | -32.7% | -49.4% |
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 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