+355.3%
BCC vs VT
+323.0%
+32.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.9% | +0.4% | +0.4% | +0.3% |
| 30D | -6.3% | +1.0% | -7.3% | -7.5% |
| 3M | +16.0% | +2.4% | +13.6% | +12.2% |
| 6M | +1.8% | +12.0% | -10.2% | -12.8% |
| YTD | +8.6% | +15.3% | -6.8% | -10.7% |
| 1Y | -8.1% | +22.6% | -30.7% | -30.6% |
| 3Y | -20.4% | +74.7% | -95.1% | -62.3% |
| 5Y | +74.8% | +66.1% | +8.7% | -9.7% |
| 10Y | +350.8% | +225.0% | +125.8% | -1.5% |
| All | +355.3% | +323.0% | +32.3% | -22.7% |
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