+142.8%
BANX vs VT
+255.2%
-112.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -2.4% | +2.4% | -4.7% | -3.5% |
| 30D | -3.0% | -1.5% | -1.5% | -2.4% |
| 3M | -4.3% | -4.1% | -0.1% | -2.5% |
| 6M | +3.1% | +0.6% | +2.6% | +2.5% |
| YTD | -4.0% | +11.0% | -15.1% | -9.3% |
| 1Y | +3.5% | +13.3% | -9.8% | -3.2% |
| 3Y | +56.0% | +73.4% | -17.4% | +16.7% |
| 5Y | +46.3% | +57.4% | -11.1% | +14.1% |
| 10Y | +153.3% | +221.7% | -68.4% | +33.5% |
| All | +142.8% | +255.2% | -112.4% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling