-25.7%
BFLY vs VT
+133.9%
-159.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -12.7% | +0.4% | -13.1% | -13.9% |
| 30D | -12.6% | +1.0% | -13.6% | -14.8% |
| 3M | +41.8% | +2.4% | +39.4% | +36.1% |
| 6M | +82.6% | +12.0% | +70.6% | +42.6% |
| YTD | +93.7% | +15.3% | +78.3% | +41.8% |
| 1Y | +381.0% | +22.6% | +358.5% | +215.8% |
| 3Y | +295.7% | +74.7% | +221.0% | +31.7% |
| 5Y | -43.4% | +66.1% | -109.6% | -78.1% |
| All | -25.7% | +133.9% | -159.6% | -75.6% |
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