+805.6%
BELFB vs VT
+217.6%
+587.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.3% |
| 7D | -6.3% | -0.1% | -6.2% | -5.9% |
| 30D | -8.6% | -3.1% | -5.5% | -3.6% |
| 3M | -21.4% | -3.5% | -17.9% | -16.4% |
| 6M | -25.0% | +0.5% | -25.5% | -24.4% |
| YTD | +31.8% | +10.8% | +21.1% | +15.1% |
| 1Y | +33.9% | +11.9% | +22.0% | +15.7% |
| 3Y | +338.2% | +73.0% | +265.2% | +102.0% |
| 5Y | +1,501.6% | +58.6% | +1,443.0% | +746.5% |
| 10Y | +805.6% | +219.2% | +586.4% | +86.9% |
| All | +805.6% | +217.6% | +587.9% | +86.9% |
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 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