-99.9%
BCAB vs VT
+90.6%
-190.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -7.5% |
| 7D | -19.1% | +2.9% | -22.0% | -23.1% |
| 30D | +32.0% | -2.5% | +34.5% | +37.5% |
| 3M | -50.0% | -3.3% | -46.7% | -46.4% |
| 6M | -62.8% | +1.5% | -64.3% | -63.7% |
| YTD | -94.0% | +11.4% | -105.4% | -95.3% |
| 1Y | -95.1% | +11.9% | -107.0% | -96.2% |
| 3Y | -97.6% | +73.9% | -171.5% | -99.2% |
| 5Y | -99.9% | +57.9% | -157.8% | -100.0% |
| All | -99.9% | +90.6% | -190.4% | -100.0% |
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