+76.3%
VUG vs BAX
-67.0%
+143.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.2% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | -1.4% | -9.7% | +8.3% | +0.2% |
| 3M | +2.3% | +29.3% | -26.9% | -2.3% |
| 6M | +15.7% | +40.7% | -25.0% | +8.5% |
| YTD | +8.6% | +30.3% | -21.7% | +2.5% |
| 1Y | +14.1% | +3.4% | +10.7% | +11.9% |
| 3Y | +87.9% | -32.0% | +119.9% | +95.7% |
| 5Y | +76.3% | -66.9% | +143.2% | +125.0% |
| All | +76.3% | -67.0% | +143.3% | +125.0% |
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 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