-2.7%
BCI vs VT
+0.4%
-3.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | -0.1% |
| 7D | -4.7% | -4.2% | -0.6% | -5.3% |
| 30D | -5.6% | -5.8% | +0.2% | -6.4% |
| 3M | +4.9% | -5.2% | +10.2% | +4.2% |
| 6M | -2.7% | +0.1% | -2.8% | -0.9% |
| All | -2.7% | +0.4% | -3.1% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling