+26.0%
BCBP vs VT
+224.4%
-198.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | +11.1% | -1.7% | +12.8% | +12.4% |
| 3M | +4.5% | -2.3% | +6.8% | +6.2% |
| 6M | -6.8% | +1.5% | -8.3% | -8.8% |
| YTD | +15.3% | +12.0% | +3.2% | +3.0% |
| 1Y | +19.4% | +12.9% | +6.5% | +5.9% |
| 3Y | -0.3% | +74.9% | -75.2% | -40.0% |
| 5Y | -23.2% | +59.9% | -83.1% | -50.3% |
| 10Y | +26.0% | +224.6% | -198.7% | -49.0% |
| All | +26.0% | +224.4% | -198.4% | -49.0% |
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