-27.2%
BEX vs VT
+9.1%
-36.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.4% | -4.1% | -28.3% | -1.0% |
| 7D | -46.6% | -4.2% | -42.4% | -22.1% |
| 30D | -71.9% | -5.8% | -66.1% | -50.2% |
| 3M | -60.6% | -5.2% | -55.4% | -30.5% |
| 6M | -83.5% | +0.1% | -83.7% | -75.4% |
| YTD | +22.9% | +8.2% | +14.7% | +8.5% |
| All | -27.2% | +9.1% | -36.3% | -44.7% |
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