+1,250.4%
VUG vs BAX
+149.2%
+1,101.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.3% |
| 30D | -0.3% | -5.5% | +5.1% | +1.6% |
| 3M | -0.7% | +33.5% | -34.2% | -11.3% |
| 6M | +14.6% | +35.9% | -21.2% | +1.0% |
| YTD | +9.0% | +35.4% | -26.3% | -5.1% |
| 1Y | +14.9% | +9.8% | +5.1% | +7.1% |
| 3Y | +86.0% | -32.7% | +118.8% | +99.9% |
| 5Y | +76.7% | -65.6% | +142.2% | +150.4% |
| 10Y | +411.3% | -34.9% | +446.2% | +417.0% |
| All | +1,250.4% | +149.2% | +1,101.3% | +703.5% |
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