+691.9%
BCH vs VT
+374.2%
+317.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | +1.7% | +1.0% | +0.7% | +0.9% |
| 3M | +14.2% | +2.4% | +11.8% | +12.0% |
| 6M | +15.5% | +12.0% | +3.5% | +5.7% |
| YTD | +18.2% | +15.3% | +2.9% | +5.9% |
| 1Y | +51.0% | +22.6% | +28.4% | +28.8% |
| 3Y | +141.8% | +74.7% | +67.1% | +54.3% |
| 5Y | +217.8% | +66.1% | +151.7% | +108.5% |
| 10Y | +234.5% | +225.0% | +9.4% | +25.1% |
| All | +691.9% | +374.2% | +317.7% | +87.4% |
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