+348.0%
VT vs BAX
+7.1%
+340.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.9% |
| 7D | -4.2% | +9.1% | -13.3% | -7.2% |
| 30D | -5.8% | +5.3% | -11.1% | -7.9% |
| 3M | -5.2% | -6.1% | +0.9% | -3.6% |
| 6M | +0.1% | +53.3% | -53.1% | -15.9% |
| YTD | +8.2% | +34.4% | -26.2% | -6.2% |
| 1Y | +10.1% | +43.2% | -33.0% | -7.2% |
| 3Y | +69.7% | -20.1% | +89.8% | +69.8% |
| 5Y | +53.4% | -63.7% | +117.1% | +114.6% |
| 10Y | +219.2% | -36.3% | +255.6% | +207.5% |
| All | +348.0% | +7.1% | +340.9% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling