+102.9%
BCS vs VT
+374.2%
-271.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.5% | +0.4% | +0.1% | -0.2% |
| 30D | -4.1% | +1.0% | -5.0% | -5.6% |
| 3M | +9.2% | +2.4% | +6.8% | +5.0% |
| 6M | +17.0% | +12.0% | +5.0% | -2.5% |
| YTD | +8.6% | +15.3% | -6.8% | -13.6% |
| 1Y | +37.4% | +22.6% | +14.8% | -1.3% |
| 3Y | +292.4% | +74.7% | +217.8% | +56.4% |
| 5Y | +210.4% | +66.1% | +144.3% | +33.6% |
| 10Y | +296.0% | +225.0% | +71.0% | -48.1% |
| All | +102.9% | +374.2% | -271.3% | -76.8% |
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