+327.8%
BCML vs VT
+356.1%
-28.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +1.8% | -1.6% | +3.4% | +2.3% |
| 30D | -0.6% | -2.5% | +1.9% | +0.1% |
| 3M | +2.7% | -1.3% | +4.0% | +3.0% |
| 6M | +5.4% | +3.1% | +2.3% | +4.2% |
| YTD | +8.6% | +10.9% | -2.3% | +5.0% |
| 1Y | +18.5% | +12.1% | +6.5% | +14.2% |
| 3Y | +63.2% | +73.9% | -10.7% | +39.5% |
| 5Y | +79.3% | +58.0% | +21.3% | +56.1% |
| 10Y | +181.7% | +225.5% | -43.7% | +121.4% |
| All | +327.8% | +356.1% | -28.3% | +257.7% |
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 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