-48.3%
BEKE vs VT
+116.6%
-165.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -2.4% |
| 7D | -3.3% | -0.7% | -2.6% | -2.9% |
| 30D | +1.6% | -1.7% | +3.3% | +3.5% |
| 3M | +5.9% | -2.3% | +8.2% | +8.6% |
| 6M | -6.4% | +1.5% | -7.9% | -9.9% |
| YTD | +16.1% | +12.0% | +4.0% | -3.5% |
| 1Y | +11.5% | +12.9% | -1.4% | -8.5% |
| 3Y | +29.0% | +74.9% | -45.9% | -47.8% |
| 5Y | -17.1% | +59.9% | -77.0% | -59.3% |
| All | -48.3% | +116.6% | -165.0% | -81.6% |
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