+98.5%
BFAM vs VT
+312.1%
-213.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.1% |
| 7D | -18.9% | -0.3% | -18.6% | -18.3% |
| 30D | -12.4% | -1.4% | -11.0% | -11.1% |
| 3M | -25.6% | -1.4% | -24.2% | -24.7% |
| 6M | -30.5% | +5.5% | -36.0% | -34.8% |
| YTD | -44.6% | +12.8% | -57.4% | -51.6% |
| 1Y | -45.2% | +15.4% | -60.6% | -53.3% |
| 3Y | -34.6% | +76.9% | -111.5% | -63.7% |
| 5Y | -60.9% | +60.4% | -121.3% | -76.0% |
| 10Y | -10.9% | +232.8% | -243.7% | -70.7% |
| All | +98.5% | +312.1% | -213.6% | -45.4% |
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 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