-90.2%
BESS vs VT
+226.2%
-316.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +53.1% | -1.6% | +54.7% | +58.1% |
| 30D | +18.6% | -2.5% | +21.1% | +24.7% |
| 3M | -2.5% | -1.3% | -1.2% | +0.3% |
| 6M | +9.6% | +3.1% | +6.5% | +5.0% |
| YTD | -73.9% | +10.9% | -84.8% | -79.3% |
| 1Y | -73.3% | +12.1% | -85.3% | -79.5% |
| 3Y | -34.8% | +73.9% | -108.7% | -48.9% |
| 5Y | -86.0% | +58.0% | -144.0% | -88.6% |
| All | -90.2% | +226.2% | -316.5% | -94.4% |
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 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