+593.0%
BE vs VT
+138.3%
+454.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -5.2% |
| 7D | -14.7% | -2.3% | -12.4% | -9.9% |
| 30D | -40.5% | -5.0% | -35.6% | -32.5% |
| 3M | -24.3% | -4.9% | -19.5% | -13.7% |
| 6M | -39.3% | -1.5% | -37.8% | -32.9% |
| YTD | +99.4% | +8.5% | +90.9% | +84.0% |
| 1Y | +26.6% | +11.4% | +15.2% | +12.9% |
| 3Y | +1,616.9% | +70.1% | +1,546.9% | +596.4% |
| 5Y | +441.4% | +53.7% | +387.6% | +194.4% |
| All | +593.0% | +138.3% | +454.6% | +93.6% |
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