+112.0%
BCAL vs VT
+356.1%
-244.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | 0.0% | -2.5% | +2.5% | +0.2% |
| 3M | +2.1% | -1.3% | +3.4% | +2.2% |
| 6M | +16.9% | +3.1% | +13.8% | +16.6% |
| YTD | +18.6% | +10.9% | +7.7% | +17.6% |
| 1Y | +20.3% | +12.1% | +8.2% | +19.2% |
| 3Y | +56.9% | +73.9% | -17.0% | +52.5% |
| 5Y | +43.6% | +58.0% | -14.3% | +39.7% |
| 10Y | +147.4% | +225.5% | -78.1% | +141.1% |
| All | +112.0% | +356.1% | -244.0% | +89.8% |
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 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