+251.4%
BAP vs VT
+53.2%
+198.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | +0.7% |
| 7D | -3.7% | -4.2% | +0.5% | +0.2% |
| 30D | -9.6% | -5.8% | -3.8% | -4.5% |
| 3M | -11.9% | -5.2% | -6.6% | -7.4% |
| 6M | +14.5% | +0.1% | +14.3% | +14.2% |
| YTD | +27.0% | +8.2% | +18.7% | +18.0% |
| 1Y | +40.8% | +10.1% | +30.7% | +28.9% |
| 3Y | +240.2% | +69.7% | +170.5% | +104.4% |
| 5Y | +251.4% | +53.4% | +198.1% | +134.8% |
| All | +251.4% | +53.2% | +198.2% | +134.8% |
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 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