+217.5%
BCH vs VT
+53.2%
+164.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.2% |
| 7D | +1.3% | -4.2% | +5.4% | +4.6% |
| 30D | +0.2% | -5.8% | +6.0% | +4.9% |
| 3M | -6.9% | -5.2% | -1.7% | -3.1% |
| 6M | +6.1% | +0.1% | +6.0% | +6.1% |
| YTD | +8.2% | +8.2% | -0.1% | +2.7% |
| 1Y | +14.9% | +10.1% | +4.8% | +7.8% |
| 3Y | +123.3% | +69.7% | +53.6% | +56.5% |
| 5Y | +217.5% | +53.4% | +164.2% | +131.1% |
| All | +217.5% | +53.2% | +164.3% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling