+420.5%
VUG vs BAX
-37.8%
+458.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +0.1% | -5.1% | +5.2% | +1.5% |
| 30D | -1.7% | -12.2% | +10.5% | +1.7% |
| 3M | +2.8% | +21.8% | -19.0% | -3.3% |
| 6M | +13.6% | +36.3% | -22.7% | +3.0% |
| YTD | +8.1% | +27.8% | -19.7% | -1.3% |
| 1Y | +13.1% | -0.1% | +13.1% | +10.4% |
| 3Y | +87.0% | -33.3% | +120.3% | +99.9% |
| 5Y | +76.0% | -67.1% | +143.0% | +149.6% |
| 10Y | +420.5% | -36.9% | +457.4% | +477.7% |
| All | +420.5% | -37.8% | +458.3% | +477.7% |
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