+299.1%
BCV vs VT
+363.9%
-64.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -5.1% | -1.4% | -3.7% | -4.3% |
| 3M | -8.8% | -1.4% | -7.4% | -8.0% |
| 6M | -7.1% | +5.5% | -12.5% | -9.8% |
| YTD | +4.1% | +12.8% | -8.7% | -2.9% |
| 1Y | -0.7% | +15.4% | -16.1% | -8.6% |
| 3Y | +79.4% | +76.9% | +2.6% | +28.4% |
| 5Y | +12.1% | +60.4% | -48.3% | -15.3% |
| 10Y | +158.5% | +232.8% | -74.3% | +33.4% |
| All | +299.1% | +363.9% | -64.8% | +71.5% |
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