-91.6%
BEEM vs VT
+224.4%
-315.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -3.8% |
| 7D | -13.9% | -0.7% | -13.2% | -12.9% |
| 30D | -34.0% | -1.7% | -32.3% | -32.3% |
| 3M | -42.0% | -2.3% | -39.7% | -39.9% |
| 6M | -62.6% | +1.5% | -64.1% | -62.9% |
| YTD | -55.1% | +12.0% | -67.2% | -60.6% |
| 1Y | -68.6% | +12.9% | -81.4% | -72.5% |
| 3Y | -88.8% | +74.9% | -163.8% | -94.4% |
| 5Y | -98.0% | +59.9% | -157.9% | -98.8% |
| 10Y | -91.6% | +224.6% | -316.2% | -97.0% |
| All | -91.6% | +224.4% | -315.9% | -97.0% |
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