-97.5%
BESS vs VT
+356.1%
-453.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +53.1% | -1.6% | +54.7% | +55.5% |
| 30D | +18.6% | -2.5% | +21.1% | +21.5% |
| 3M | -2.5% | -1.3% | -1.2% | -1.0% |
| 6M | +9.6% | +3.1% | +6.5% | +8.0% |
| YTD | -73.9% | +10.9% | -84.8% | -76.4% |
| 1Y | -73.3% | +12.1% | -85.3% | -76.1% |
| 3Y | -34.8% | +73.9% | -108.7% | -34.0% |
| 5Y | -86.0% | +58.0% | -144.0% | -85.4% |
| 10Y | -90.2% | +225.5% | -315.7% | -91.8% |
| All | -97.5% | +356.1% | -453.6% | -99.0% |
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