-9.3%
BEKE vs VT
+66.2%
-75.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.9% |
| 7D | -2.6% | +1.0% | -3.7% | -4.0% |
| 30D | +1.3% | -0.2% | +1.6% | +1.7% |
| 3M | +6.9% | +4.5% | +2.3% | -0.5% |
| 6M | +5.5% | +14.1% | -8.5% | -13.9% |
| YTD | +11.6% | +14.8% | -3.2% | -9.7% |
| 1Y | -8.5% | +21.2% | -29.7% | -32.1% |
| 3Y | +11.7% | +76.6% | -64.9% | -55.9% |
| 5Y | -9.3% | +66.6% | -75.9% | -57.4% |
| All | -9.3% | +66.2% | -75.5% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling