-22.7%
BEPH vs VT
+70.5%
-93.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -1.7% | +2.9% | -4.6% | -3.0% |
| 30D | -5.3% | -2.5% | -2.8% | -4.3% |
| 3M | -8.6% | -3.3% | -5.2% | -7.3% |
| 6M | -7.0% | +1.5% | -8.5% | -7.9% |
| YTD | -5.1% | +11.4% | -16.4% | -10.0% |
| 1Y | -7.5% | +11.9% | -19.4% | -12.5% |
| 3Y | +21.3% | +73.9% | -52.6% | -8.8% |
| 5Y | -24.6% | +57.9% | -82.5% | -42.8% |
| All | -22.7% | +70.5% | -93.2% | -42.6% |
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