+54.0%
BCBP vs VT
+374.2%
-320.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -1.0% | +1.0% | -2.0% | -1.5% |
| 3M | -23.5% | +2.4% | -25.9% | -24.5% |
| 6M | +4.3% | +12.0% | -7.7% | -1.4% |
| YTD | +9.3% | +15.3% | -6.0% | +2.0% |
| 1Y | +2.5% | +22.6% | -20.1% | -7.0% |
| 3Y | -13.9% | +74.7% | -88.6% | -33.1% |
| 5Y | -26.5% | +66.1% | -92.6% | -41.9% |
| 10Y | +25.5% | +225.0% | -199.5% | -20.2% |
| All | +54.0% | +374.2% | -320.2% | -7.6% |
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