+78.1%
BCS vs VT
+363.9%
-285.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +3.0% |
| 7D | +3.5% | -0.3% | +3.8% | +4.2% |
| 30D | +0.5% | -1.4% | +1.9% | +3.1% |
| 3M | -14.5% | -1.4% | -13.1% | -12.3% |
| 6M | +4.9% | +5.5% | -0.6% | -3.6% |
| YTD | -4.7% | +12.8% | -17.5% | -21.2% |
| 1Y | +14.9% | +15.4% | -0.5% | -8.5% |
| 3Y | +283.6% | +76.9% | +206.7% | +50.0% |
| 5Y | +168.6% | +60.4% | +108.2% | +22.9% |
| 10Y | +261.2% | +232.8% | +28.4% | -54.8% |
| All | +78.1% | +363.9% | -285.8% | -78.9% |
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