+818.9%
BELFA vs VT
+223.7%
+595.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +6.7% |
| 7D | -5.3% | +0.4% | -5.6% | -5.3% |
| 30D | -8.1% | -2.6% | -5.5% | -5.1% |
| 3M | -23.1% | -3.2% | -19.9% | -20.0% |
| 6M | -32.3% | +0.9% | -33.2% | -32.0% |
| YTD | +18.4% | +11.3% | +7.1% | +8.8% |
| 1Y | +31.4% | +14.0% | +17.4% | +18.6% |
| 3Y | +257.4% | +75.8% | +181.6% | +125.6% |
| 5Y | +1,080.5% | +57.8% | +1,022.7% | +713.9% |
| 10Y | +818.9% | +219.8% | +599.1% | +256.8% |
| All | +818.9% | +223.7% | +595.2% | +256.8% |
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