+96.0%
BCX vs VT
+334.7%
-238.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +3.2% |
| 7D | -2.6% | -4.2% | +1.6% | +1.0% |
| 30D | -1.9% | -5.8% | +3.9% | +3.3% |
| 3M | -0.7% | -5.2% | +4.6% | +3.9% |
| 6M | -3.4% | +0.1% | -3.5% | -4.2% |
| YTD | +12.9% | +8.2% | +4.7% | +4.3% |
| 1Y | +27.7% | +10.1% | +17.5% | +16.1% |
| 3Y | +65.6% | +69.7% | -4.1% | +0.8% |
| 5Y | +74.7% | +53.4% | +21.3% | +15.4% |
| 10Y | +205.9% | +219.2% | -13.3% | +3.8% |
| All | +96.0% | +334.7% | -238.7% | -49.1% |
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