-99.4%
BAOS vs VT
+85.7%
-185.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | 0.0% | +16.0% | +16.0% |
| 7D | -6.3% | +0.4% | -6.8% | -6.9% |
| 30D | -43.5% | +1.0% | -44.5% | -44.2% |
| 3M | -86.7% | +2.4% | -89.1% | -87.4% |
| 6M | -87.7% | +12.0% | -99.7% | -90.0% |
| YTD | -88.1% | +15.3% | -103.4% | -90.8% |
| 1Y | -88.3% | +22.6% | -110.9% | -91.8% |
| 3Y | -94.8% | +74.7% | -169.5% | -97.9% |
| 5Y | -97.6% | +66.1% | -163.7% | -98.9% |
| All | -99.4% | +85.7% | -185.1% | -99.8% |
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