+1,080.4%
BCPC vs VT
+374.2%
+706.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.8% | +0.4% | -4.3% | -4.2% |
| 30D | -4.0% | +1.0% | -5.0% | -4.9% |
| 3M | +8.6% | +2.4% | +6.2% | +6.0% |
| 6M | -6.0% | +12.0% | -18.1% | -15.6% |
| YTD | +11.9% | +15.3% | -3.4% | -2.2% |
| 1Y | +7.0% | +22.6% | -15.6% | -11.7% |
| 3Y | +24.1% | +74.7% | -50.5% | -25.3% |
| 5Y | +25.2% | +66.1% | -40.9% | -21.6% |
| 10Y | +158.4% | +225.0% | -66.6% | -12.0% |
| All | +1,080.4% | +374.2% | +706.2% | +175.9% |
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