-12.4%
BCE vs VT
+215.5%
-227.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +6.1% | -2.3% | +8.4% | +7.2% |
| 30D | +9.4% | -5.0% | +14.4% | +12.1% |
| 3M | -3.8% | -4.9% | +1.1% | -1.5% |
| 6M | -8.4% | -1.5% | -6.9% | -8.4% |
| YTD | -5.6% | +8.5% | -14.1% | -11.0% |
| 1Y | -1.7% | +11.4% | -13.1% | -8.8% |
| 3Y | -32.1% | +70.1% | -102.1% | -52.9% |
| 5Y | -40.4% | +53.7% | -94.1% | -56.3% |
| All | -12.4% | +215.5% | -227.9% | -63.9% |
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 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