-100.0%
BCDA vs VT
+363.9%
-463.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -16.5% | -1.4% | -15.1% | -16.3% |
| 3M | 0.0% | -1.4% | +1.4% | +0.2% |
| 6M | -19.5% | +5.5% | -24.9% | -20.1% |
| YTD | -27.2% | +12.8% | -40.0% | -28.4% |
| 1Y | -31.6% | +15.4% | -47.0% | -32.9% |
| 3Y | -84.8% | +76.9% | -161.7% | -85.7% |
| 5Y | -97.9% | +60.4% | -158.3% | -98.0% |
| 10Y | -99.6% | +232.8% | -332.4% | -99.6% |
| All | -100.0% | +363.9% | -463.8% | -99.9% |
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