-15.9%
BFAM vs VT
+215.5%
-231.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | -2.7% | -2.3% | -0.3% | -0.5% |
| 30D | -19.9% | -5.0% | -15.0% | -16.0% |
| 3M | -27.6% | -4.9% | -22.8% | -24.3% |
| 6M | -19.3% | -1.5% | -17.8% | -19.2% |
| YTD | -47.2% | +8.5% | -55.7% | -52.6% |
| 1Y | -45.3% | +11.4% | -56.7% | -52.3% |
| 3Y | -37.0% | +70.1% | -107.1% | -65.2% |
| 5Y | -64.0% | +53.7% | -117.7% | -77.8% |
| All | -15.9% | +215.5% | -231.4% | -69.5% |
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