+621.4%
BELFA vs VT
+346.0%
+275.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +5.9% |
| 7D | -13.1% | -2.3% | -10.8% | -11.2% |
| 30D | -17.2% | -5.0% | -12.2% | -13.1% |
| 3M | -29.4% | -4.9% | -24.5% | -25.9% |
| 6M | -35.5% | -1.5% | -34.0% | -33.9% |
| YTD | +8.3% | +8.5% | -0.2% | +2.8% |
| 1Y | +17.9% | +11.4% | +6.5% | +9.9% |
| 3Y | +224.5% | +70.1% | +154.5% | +118.5% |
| 5Y | +984.2% | +53.7% | +930.5% | +685.1% |
| 10Y | +806.0% | +220.0% | +586.0% | +265.3% |
| All | +621.4% | +346.0% | +275.4% | +58.9% |
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