-99.8%
BCTX vs VT
+359.2%
-459.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | +2.0% | +1.0% | +1.0% | +1.6% |
| 3M | +9.5% | +2.4% | +7.1% | +8.5% |
| 6M | -12.3% | +12.0% | -24.3% | -16.0% |
| YTD | -49.8% | +15.3% | -65.1% | -52.5% |
| 1Y | -53.8% | +22.6% | -76.3% | -57.2% |
| 3Y | -94.8% | +74.7% | -169.5% | -95.9% |
| 5Y | -94.8% | +66.1% | -161.0% | -95.9% |
| 10Y | -99.4% | +225.0% | -324.4% | -99.5% |
| All | -99.8% | +359.2% | -459.0% | -99.8% |
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