-69.9%
BCYC vs VT
+143.7%
-213.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.5% |
| 7D | -1.4% | -2.3% | +1.0% | +1.0% |
| 30D | -3.2% | -5.0% | +1.7% | +1.9% |
| 3M | -9.1% | -4.9% | -4.2% | -4.2% |
| 6M | -29.9% | -1.5% | -28.4% | -28.7% |
| YTD | -49.0% | +8.5% | -57.5% | -52.4% |
| 1Y | -44.5% | +11.4% | -55.9% | -49.4% |
| 3Y | -75.4% | +70.1% | -145.5% | -84.6% |
| 5Y | -93.7% | +53.7% | -147.4% | -95.7% |
| All | -69.9% | +143.7% | -213.7% | -87.0% |
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