+254.0%
BAP vs VT
+215.5%
+38.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +1.9% |
| 30D | -7.5% | -5.0% | -2.5% | -3.1% |
| 3M | -11.4% | -4.9% | -6.5% | -7.2% |
| 6M | +11.6% | -1.5% | +13.1% | +13.1% |
| YTD | +27.0% | +8.5% | +18.5% | +17.8% |
| 1Y | +40.8% | +11.4% | +29.4% | +27.6% |
| 3Y | +240.7% | +70.1% | +170.7% | +106.6% |
| 5Y | +251.4% | +53.7% | +197.6% | +133.6% |
| All | +254.0% | +215.5% | +38.5% | +25.0% |
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