+116.1%
BCX vs VT
+363.2%
-247.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.4% | -0.1% | 0.0% |
| 30D | +9.5% | +1.0% | +8.6% | +8.6% |
| 3M | +10.5% | +2.4% | +8.1% | +7.9% |
| 6M | +5.9% | +12.0% | -6.1% | -4.8% |
| YTD | +24.5% | +15.3% | +9.2% | +9.0% |
| 1Y | +40.6% | +22.6% | +18.1% | +16.4% |
| 3Y | +71.4% | +74.7% | -3.3% | +2.0% |
| 5Y | +95.7% | +66.1% | +29.6% | +20.7% |
| 10Y | +226.5% | +225.0% | +1.5% | +9.2% |
| All | +116.1% | +363.2% | -247.1% | -46.8% |
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