-91.5%
BEEM vs VT
+215.5%
-307.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.5% |
| 7D | -16.4% | -2.3% | -14.1% | -13.4% |
| 30D | -33.3% | -5.0% | -28.4% | -28.3% |
| 3M | -35.7% | -4.9% | -30.8% | -30.9% |
| 6M | -61.7% | -1.5% | -60.2% | -60.4% |
| YTD | -52.0% | +8.5% | -60.5% | -55.8% |
| 1Y | -67.6% | +11.4% | -78.9% | -71.1% |
| 3Y | -87.9% | +70.1% | -158.0% | -93.7% |
| 5Y | -97.9% | +53.7% | -151.6% | -98.7% |
| All | -91.5% | +215.5% | -307.1% | -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