+123.3%
BCD vs VT
+183.4%
-60.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | -5.3% | -5.0% | -0.3% | -4.1% |
| 3M | +2.3% | -4.9% | +7.2% | +3.5% |
| 6M | -1.0% | -1.5% | +0.5% | -0.8% |
| YTD | +19.0% | +8.5% | +10.5% | +16.1% |
| 1Y | +23.1% | +11.4% | +11.7% | +19.3% |
| 3Y | +39.5% | +70.1% | -30.6% | +20.4% |
| 5Y | +58.6% | +53.7% | +4.9% | +39.5% |
| All | +123.3% | +183.4% | -60.0% | +78.6% |
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 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