-99.7%
BCDA vs VT
+221.8%
-321.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.4% | +2.4% | -4.7% | -3.4% |
| 30D | -10.8% | -1.5% | -9.2% | -10.0% |
| 3M | -10.8% | -4.1% | -6.6% | -8.9% |
| 6M | -22.4% | +0.6% | -23.0% | -23.0% |
| YTD | -33.6% | +11.0% | -44.6% | -37.5% |
| 1Y | -34.1% | +13.3% | -47.5% | -38.6% |
| 3Y | -86.2% | +73.4% | -159.6% | -89.3% |
| 5Y | -97.7% | +57.4% | -155.2% | -98.2% |
| All | -99.7% | +221.8% | -321.4% | -99.8% |
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 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