-98.4%
BAOS vs VT
+53.2%
-151.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -1.2% |
| 7D | -4.0% | -4.2% | +0.1% | +2.7% |
| 30D | -34.7% | -5.8% | -28.9% | -28.1% |
| 3M | -72.7% | -5.2% | -67.5% | -70.1% |
| 6M | -94.6% | +0.1% | -94.8% | -94.7% |
| YTD | -94.2% | +8.2% | -102.5% | -95.1% |
| 1Y | -94.2% | +10.1% | -104.3% | -95.1% |
| 3Y | -96.2% | +69.7% | -165.8% | -98.3% |
| 5Y | -98.4% | +53.4% | -151.8% | -99.2% |
| All | -98.4% | +53.2% | -151.6% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling