+66.6%
VT vs BAX
-65.4%
+132.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +0.4% | -1.1% | +1.6% | +0.6% |
| 30D | +1.0% | -5.5% | +6.4% | +1.9% |
| 3M | +2.4% | +33.5% | -31.2% | -2.9% |
| 6M | +12.0% | +35.9% | -23.9% | +5.5% |
| YTD | +15.3% | +35.4% | -20.0% | +8.1% |
| 1Y | +22.6% | +9.8% | +12.8% | +18.9% |
| 3Y | +74.7% | -32.7% | +107.4% | +82.4% |
| All | +66.6% | -65.4% | +132.0% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling