+3.8%
VUG vs BAX
+48.0%
-44.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -7.0% | +6.3% | -13.3% | -7.6% |
| 3M | -3.7% | -4.6% | +0.9% | -3.3% |
| 6M | -1.6% | +50.4% | -52.0% | -6.0% |
| YTD | +5.1% | +38.0% | -32.9% | +1.0% |
| 1Y | +3.8% | +44.6% | -40.9% | -0.8% |
| All | +3.8% | +48.0% | -44.3% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling