-94.4%
BESS vs VT
+224.5%
-318.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +4.1% | +0.4% | +3.6% | +3.2% |
| 30D | +4.1% | +1.0% | +3.1% | +1.9% |
| 3M | 0.0% | +2.4% | -2.4% | -3.3% |
| 6M | -6.2% | +12.0% | -18.2% | -25.5% |
| YTD | -71.0% | +15.3% | -86.3% | -78.7% |
| 1Y | -49.2% | +22.6% | -71.8% | -67.9% |
| 3Y | -56.4% | +74.7% | -131.1% | -67.9% |
| 5Y | -86.4% | +66.1% | -152.5% | -89.8% |
| All | -94.4% | +224.5% | -318.9% | -96.7% |
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