-19.3%
BEPH vs VT
+66.1%
-85.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +2.3% | -2.3% | +4.6% | +3.3% |
| 30D | -0.8% | -5.0% | +4.2% | +1.4% |
| 3M | -4.6% | -4.9% | +0.3% | -2.6% |
| 6M | -2.1% | -1.5% | -0.6% | -1.7% |
| YTD | -0.9% | +8.5% | -9.4% | -5.0% |
| 1Y | -1.0% | +11.4% | -12.4% | -6.3% |
| 3Y | +23.6% | +70.1% | -46.4% | -6.1% |
| 5Y | -22.1% | +53.7% | -75.9% | -40.2% |
| All | -19.3% | +66.1% | -85.5% | -39.4% |
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