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  • VTI vs BAX✓SelectedUSD · BAXVTI vs BAX performance historyLatest closeAs of-0.56%09/08
Stock and ETF performance explorer

VTI vs BAX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+954.4%
BAX return
+46.0%
Excess return
+908.4%
Maximum drawdown
-55.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBAXExcessAlpha
1D-0.6%-3.8%+3.2%+0.6%
7D+0.6%-2.4%+3.1%+1.4%
30D-1.1%-9.7%+8.6%+2.1%
3M+3.9%+29.3%-25.4%-5.2%
6M+14.6%+40.7%-26.0%+1.2%
YTD+13.3%+30.3%-17.0%+1.4%
1Y+19.2%+3.4%+15.8%+14.2%
3Y+77.4%-32.0%+109.4%+88.3%
5Y+74.0%-66.9%+140.9%+135.5%
10Y+294.6%-37.1%+331.7%+313.3%
All+954.4%+46.0%+908.4%+719.0%

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