-32.6%
BFLY vs VT
+125.8%
-158.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | -1.5% |
| 7D | +8.6% | +0.4% | +8.3% | +8.3% |
| 30D | -19.2% | -2.6% | -16.6% | -12.6% |
| 3M | -24.5% | -3.2% | -21.2% | -16.8% |
| 6M | +60.3% | +0.9% | +59.4% | +63.2% |
| YTD | +75.5% | +11.3% | +64.2% | +42.9% |
| 1Y | +199.1% | +14.0% | +185.1% | +133.1% |
| 3Y | +517.6% | +75.8% | +441.8% | +108.2% |
| 5Y | -31.5% | +57.8% | -89.4% | -69.9% |
| All | -32.6% | +125.8% | -158.4% | -75.4% |
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