-96.1%
BEEM vs VT
+389.6%
-485.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -16.4% | -2.3% | -14.1% | -14.2% |
| 30D | -33.3% | -5.0% | -28.4% | -29.7% |
| 3M | -35.7% | -4.9% | -30.8% | -32.2% |
| 6M | -61.7% | -1.5% | -60.2% | -60.7% |
| YTD | -52.0% | +8.5% | -60.5% | -54.6% |
| 1Y | -67.6% | +11.4% | -78.9% | -70.0% |
| 3Y | -87.9% | +70.1% | -158.0% | -92.2% |
| 5Y | -97.9% | +53.7% | -151.6% | -98.5% |
| 10Y | -91.8% | +220.0% | -311.7% | -95.9% |
| All | -96.1% | +389.6% | -485.6% | -98.1% |
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