-98.9%
BDMD vs VT
+61.5%
-160.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +7.1% |
| 7D | -4.6% | -0.7% | -3.9% | -4.7% |
| 30D | -86.1% | -1.7% | -84.4% | -86.1% |
| 3M | -91.1% | -2.3% | -88.8% | -91.1% |
| 6M | -93.8% | +1.5% | -95.3% | -93.8% |
| YTD | -92.4% | +12.0% | -104.4% | -92.4% |
| 1Y | -91.6% | +12.9% | -104.5% | -91.7% |
| 3Y | -99.0% | +74.9% | -174.0% | -99.0% |
| All | -98.9% | +61.5% | -160.4% | -98.9% |
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