+73.4%
BCE vs VT
+374.2%
-300.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | +0.4% | +0.4% | +0.7% |
| 30D | +7.3% | +1.0% | +6.3% | +6.7% |
| 3M | -0.4% | +2.4% | -2.8% | -2.0% |
| 6M | -8.2% | +12.0% | -20.2% | -14.1% |
| YTD | +1.9% | +15.3% | -13.4% | -6.2% |
| 1Y | +1.9% | +22.6% | -20.7% | -9.6% |
| 3Y | -28.7% | +74.7% | -103.4% | -48.9% |
| 5Y | -36.8% | +66.1% | -103.0% | -53.9% |
| 10Y | -10.3% | +225.0% | -235.3% | -55.3% |
| All | +73.4% | +374.2% | -300.8% | -31.0% |
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