+883.2%
BDL vs VT
+345.0%
+538.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -5.1% |
| 7D | +5.2% | -4.2% | +9.3% | +6.0% |
| 30D | +29.5% | -5.8% | +35.3% | +30.9% |
| 3M | +37.7% | -5.2% | +43.0% | +39.1% |
| 6M | +113.3% | +0.1% | +113.2% | +113.3% |
| YTD | +109.1% | +8.2% | +100.9% | +106.2% |
| 1Y | +87.6% | +10.1% | +77.5% | +84.4% |
| 3Y | +125.6% | +69.7% | +55.9% | +105.4% |
| 5Y | +127.7% | +53.4% | +74.3% | +110.0% |
| 10Y | +207.6% | +219.2% | -11.6% | +160.0% |
| All | +883.2% | +345.0% | +538.2% | +683.7% |
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