-1.8%
BCSM vs VT
+8.3%
-10.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -0.3% |
| 7D | -6.1% | -4.2% | -2.0% | -2.1% |
| 30D | -4.1% | -5.8% | +1.7% | +1.7% |
| 3M | -5.8% | -5.2% | -0.6% | -0.6% |
| 6M | +4.2% | +0.1% | +4.1% | +4.1% |
| YTD | -1.3% | +8.2% | -9.5% | -9.3% |
| All | -1.8% | +8.3% | -10.1% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling