-47.0%
BEKE vs VT
+115.2%
-162.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -6.0% |
| 7D | +2.7% | +0.4% | +2.4% | +1.7% |
| 30D | +3.1% | -2.6% | +5.7% | +6.4% |
| 3M | +8.0% | -3.2% | +11.2% | +12.2% |
| 6M | -2.5% | +0.9% | -3.4% | -5.4% |
| YTD | +18.9% | +11.3% | +7.6% | -0.2% |
| 1Y | +20.1% | +14.0% | +6.1% | -2.9% |
| 3Y | +34.6% | +75.8% | -41.2% | -46.1% |
| 5Y | +0.2% | +57.8% | -57.7% | -50.0% |
| All | -47.0% | +115.2% | -162.3% | -80.9% |
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