+176.2%
BCPC vs VT
+214.8%
-38.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +1.8% |
| 7D | +5.5% | -4.2% | +9.6% | +9.1% |
| 30D | +8.7% | -5.8% | +14.5% | +14.0% |
| 3M | +0.5% | -5.2% | +5.8% | +4.8% |
| 6M | +11.5% | +0.1% | +11.4% | +10.5% |
| YTD | +17.2% | +8.2% | +8.9% | +8.1% |
| 1Y | +18.4% | +10.1% | +8.3% | +7.6% |
| 3Y | +51.0% | +69.7% | -18.7% | -6.5% |
| 5Y | +14.0% | +53.4% | -39.4% | -23.2% |
| All | +176.2% | +214.8% | -38.6% | +8.1% |
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