+204.2%
BCO vs VT
+223.7%
-19.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +0.9% |
| 7D | +6.7% | +0.4% | +6.4% | +6.3% |
| 30D | +11.1% | -2.6% | +13.7% | +14.3% |
| 3M | +2.4% | -3.2% | +5.6% | +6.0% |
| 6M | +7.6% | +0.9% | +6.7% | +5.4% |
| YTD | -1.0% | +11.3% | -12.3% | -13.6% |
| 1Y | +2.6% | +14.0% | -11.4% | -13.1% |
| 3Y | +61.2% | +75.8% | -14.6% | -18.4% |
| 5Y | +83.5% | +57.8% | +25.6% | +5.7% |
| 10Y | +204.2% | +219.8% | -15.6% | -26.7% |
| All | +204.2% | +223.7% | -19.5% | -26.7% |
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