+279.4%
BDC vs VT
+374.2%
-94.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.9% |
| 7D | +6.1% | +0.4% | +5.7% | +5.5% |
| 30D | -4.6% | +1.0% | -5.6% | -5.7% |
| 3M | +10.5% | +2.4% | +8.1% | +7.6% |
| 6M | -11.1% | +12.0% | -23.1% | -23.8% |
| YTD | +5.0% | +15.3% | -10.3% | -13.8% |
| 1Y | -5.5% | +22.6% | -28.0% | -28.8% |
| 3Y | +30.9% | +74.7% | -43.8% | -39.4% |
| 5Y | +111.6% | +66.1% | +45.5% | +5.9% |
| 10Y | +68.0% | +225.0% | -157.0% | -66.3% |
| All | +279.4% | +374.2% | -94.8% | -51.4% |
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