-18.5%
BCIC vs VT
+345.0%
-363.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +3.2% |
| 7D | -2.4% | -4.2% | +1.7% | +1.4% |
| 30D | -12.3% | -5.8% | -6.5% | -7.4% |
| 3M | -15.2% | -5.2% | -10.0% | -11.1% |
| 6M | -18.7% | +0.1% | -18.8% | -19.2% |
| YTD | -42.4% | +8.2% | -50.7% | -47.2% |
| 1Y | -41.5% | +10.1% | -51.6% | -47.2% |
| 3Y | -44.2% | +69.7% | -113.8% | -67.5% |
| 5Y | -52.5% | +53.4% | -105.9% | -70.8% |
| 10Y | -28.6% | +219.2% | -247.8% | -80.9% |
| All | -18.5% | +345.0% | -363.5% | -87.8% |
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