+150.3%
BCV vs VT
+223.7%
-73.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.1% |
| 7D | -2.4% | +0.4% | -2.7% | -2.6% |
| 30D | -8.1% | -2.6% | -5.5% | -6.1% |
| 3M | -12.0% | -3.2% | -8.8% | -9.6% |
| 6M | -11.8% | +0.9% | -12.7% | -12.3% |
| YTD | +1.1% | +11.3% | -10.2% | -6.9% |
| 1Y | -1.3% | +14.0% | -15.3% | -10.7% |
| 3Y | +84.0% | +75.8% | +8.2% | +17.5% |
| 5Y | +6.9% | +57.8% | -51.0% | -26.1% |
| 10Y | +150.3% | +219.8% | -69.5% | +7.8% |
| All | +150.3% | +223.7% | -73.4% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling