-41.2%
BCIC vs VT
+221.8%
-262.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.4% |
| 7D | -16.9% | +2.4% | -19.2% | -18.0% |
| 30D | -23.7% | -1.5% | -22.2% | -22.9% |
| 3M | -30.4% | -4.1% | -26.3% | -28.6% |
| 6M | -30.3% | +0.6% | -30.9% | -30.7% |
| YTD | -50.7% | +11.0% | -61.7% | -54.1% |
| 1Y | -51.6% | +13.3% | -65.0% | -55.6% |
| 3Y | -51.9% | +73.4% | -125.3% | -67.0% |
| 5Y | -59.8% | +57.4% | -117.2% | -70.7% |
| All | -41.2% | +221.8% | -262.9% | -76.7% |
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