+189.6%
BDL vs VT
+224.4%
-34.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.1% |
| 7D | -9.7% | -0.7% | -9.0% | -9.4% |
| 30D | +21.2% | -1.7% | +23.0% | +22.1% |
| 3M | +40.5% | -2.3% | +42.8% | +41.7% |
| 6M | +95.1% | +1.5% | +93.6% | +93.3% |
| YTD | +100.7% | +12.0% | +88.6% | +90.3% |
| 1Y | +88.6% | +12.9% | +75.7% | +78.1% |
| 3Y | +124.6% | +74.9% | +49.7% | +71.7% |
| 5Y | +86.4% | +59.9% | +26.5% | +48.4% |
| 10Y | +189.6% | +224.6% | -35.0% | +73.4% |
| All | +189.6% | +224.4% | -34.8% | +73.4% |
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 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