-24.0%
BFLY vs VT
+132.8%
-156.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.4% |
| 7D | -8.1% | +1.0% | -9.1% | -10.5% |
| 30D | -14.8% | -0.2% | -14.6% | -14.7% |
| 3M | +57.3% | +4.5% | +52.8% | +42.9% |
| 6M | +106.0% | +14.1% | +92.0% | +53.8% |
| YTD | +97.9% | +14.8% | +83.1% | +46.5% |
| 1Y | +373.0% | +21.2% | +351.8% | +218.6% |
| 3Y | +302.1% | +76.6% | +225.6% | +31.0% |
| 5Y | -39.9% | +66.6% | -106.5% | -76.7% |
| All | -24.0% | +132.8% | -156.8% | -74.7% |
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