-52.5%
BAFN vs VT
+88.9%
-141.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | +2.9% | +0.4% | +2.4% | +2.8% |
| 30D | +9.1% | +1.0% | +8.1% | +8.7% |
| 3M | +25.2% | +2.4% | +22.8% | +24.3% |
| 6M | +6.6% | +12.0% | -5.4% | +3.0% |
| YTD | -13.4% | +15.3% | -28.7% | -16.9% |
| 1Y | -23.6% | +22.6% | -46.2% | -27.8% |
| 3Y | -50.9% | +74.7% | -125.5% | -56.5% |
| 5Y | -71.4% | +66.1% | -137.6% | -75.8% |
| All | -52.5% | +88.9% | -141.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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