-12.1%
BCE vs VT
+223.7%
-235.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.0% |
| 7D | +4.0% | +0.4% | +3.6% | +3.6% |
| 30D | +14.4% | -2.6% | +17.0% | +15.8% |
| 3M | -4.3% | -3.2% | -1.0% | -2.9% |
| 6M | -8.6% | +0.9% | -9.5% | -9.8% |
| YTD | -6.2% | +11.3% | -17.5% | -12.8% |
| 1Y | -2.4% | +14.0% | -16.4% | -10.6% |
| 3Y | -30.9% | +75.8% | -106.7% | -53.0% |
| 5Y | -41.3% | +57.8% | -99.1% | -57.5% |
| 10Y | -12.1% | +219.8% | -231.9% | -64.1% |
| All | -12.1% | +223.7% | -235.8% | -64.1% |
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