-35.7%
BFLY vs VT
+120.0%
-155.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.4% |
| 7D | -0.3% | -2.3% | +2.0% | +6.0% |
| 30D | -23.0% | -5.0% | -18.0% | -11.6% |
| 3M | -23.3% | -4.9% | -18.4% | -11.8% |
| 6M | +40.0% | -1.5% | +41.5% | +51.3% |
| YTD | +67.6% | +8.5% | +59.1% | +45.1% |
| 1Y | +183.1% | +11.4% | +171.7% | +133.3% |
| 3Y | +506.7% | +70.1% | +436.6% | +120.5% |
| 5Y | -38.9% | +53.7% | -92.7% | -71.4% |
| All | -35.7% | +120.0% | -155.7% | -75.0% |
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