+1,202.4%
VUG vs BAX
+154.1%
+1,048.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | -7.0% | +6.3% | -13.3% | -9.3% |
| 3M | -3.7% | -4.6% | +0.9% | -2.6% |
| 6M | -1.6% | +50.4% | -52.0% | -16.4% |
| YTD | +5.1% | +38.0% | -32.9% | -9.5% |
| 1Y | +3.8% | +44.6% | -40.9% | -12.5% |
| 3Y | +79.9% | -15.1% | +95.0% | +75.2% |
| 5Y | +66.4% | -63.3% | +129.7% | +128.8% |
| 10Y | +405.3% | -34.4% | +439.7% | +409.1% |
| All | +1,202.4% | +154.1% | +1,048.3% | +666.2% |
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