+213.7%
VT vs BAX
-36.8%
+250.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.3% | +12.1% | -14.4% | -5.1% |
| 30D | -5.0% | +7.6% | -12.5% | -6.9% |
| 3M | -4.9% | -4.5% | -0.4% | -4.1% |
| 6M | -1.5% | +52.0% | -53.6% | -12.6% |
| YTD | +8.5% | +35.1% | -26.7% | -1.9% |
| 1Y | +11.4% | +43.7% | -32.3% | -1.2% |
| 3Y | +70.1% | -20.9% | +91.0% | +72.0% |
| 5Y | +53.7% | -63.5% | +117.3% | +102.1% |
| All | +213.7% | -36.8% | +250.5% | +259.9% |
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