+318.6%
BDX vs VT
+374.2%
-55.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.5% | +0.4% | -3.0% | -2.8% |
| 30D | +8.3% | +1.0% | +7.3% | +7.7% |
| 3M | +24.4% | +2.4% | +22.0% | +22.6% |
| 6M | +9.2% | +12.0% | -2.8% | +2.4% |
| YTD | +22.7% | +15.3% | +7.4% | +13.3% |
| 1Y | +25.9% | +22.6% | +3.3% | +12.6% |
| 3Y | -10.5% | +74.7% | -85.1% | -33.9% |
| 5Y | +1.9% | +66.1% | -64.2% | -23.5% |
| 10Y | +58.7% | +225.0% | -166.3% | -16.9% |
| All | +318.6% | +374.2% | -55.6% | +76.7% |
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