-99.9%
BCAB vs VT
+85.2%
-185.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.1% | +8.6% | +12.1% |
| 7D | -0.5% | -4.2% | +3.7% | +6.8% |
| 30D | +54.8% | -5.8% | +60.6% | +71.2% |
| 3M | -37.1% | -5.2% | -31.9% | -30.2% |
| 6M | -52.3% | +0.1% | -52.4% | -52.4% |
| YTD | -92.6% | +8.2% | -100.9% | -93.9% |
| 1Y | -93.5% | +10.1% | -103.6% | -94.9% |
| 3Y | -97.7% | +69.7% | -167.4% | -99.2% |
| 5Y | -99.9% | +53.4% | -153.2% | -99.9% |
| All | -99.9% | +85.2% | -185.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling