+16.5%
BC vs VT
+69.4%
-52.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +3.1% |
| 7D | +6.1% | -4.2% | +10.3% | +12.9% |
| 30D | +21.4% | -5.8% | +27.2% | +32.5% |
| 3M | -5.1% | -5.2% | +0.1% | +2.5% |
| 6M | +1.7% | +0.1% | +1.6% | +0.7% |
| YTD | +8.0% | +8.2% | -0.3% | -5.6% |
| 1Y | +22.2% | +10.1% | +12.0% | +3.8% |
| All | +16.5% | +69.4% | -52.8% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling