-77.1%
BEEP vs VT
+71.0%
-148.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.1% | -0.1% | -1.9% | -1.9% |
| 30D | -13.2% | -3.1% | -10.1% | -11.4% |
| 3M | -14.1% | -3.5% | -10.6% | -12.1% |
| 6M | +30.9% | +0.5% | +30.5% | +30.2% |
| YTD | -7.1% | +10.8% | -17.8% | -14.5% |
| 1Y | -27.5% | +11.9% | -39.4% | -33.9% |
| 3Y | -43.3% | +73.0% | -116.3% | -65.4% |
| All | -77.1% | +71.0% | -148.1% | -87.0% |
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