+1,077.4%
BELFA vs VT
+222.7%
+854.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.9% |
| 30D | -10.4% | -0.7% | -9.7% | -9.7% |
| 3M | -16.8% | +4.0% | -20.8% | -19.5% |
| 6M | +18.1% | +12.3% | +5.8% | +6.5% |
| YTD | +34.6% | +14.0% | +20.5% | +20.1% |
| 1Y | +71.9% | +20.3% | +51.5% | +46.9% |
| 3Y | +331.0% | +75.4% | +255.6% | +170.7% |
| 5Y | +1,316.5% | +66.0% | +1,250.6% | +829.4% |
| 10Y | +1,077.4% | +228.2% | +849.2% | +387.7% |
| All | +1,077.4% | +222.7% | +854.7% | +387.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling