+233.9%
BFOR vs VT
+226.2%
+7.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | -1.6% | +1.2% | +1.4% |
| 30D | +0.5% | -2.5% | +3.0% | +3.3% |
| 3M | -2.4% | -1.3% | -1.1% | -1.1% |
| 6M | +5.1% | +3.1% | +2.0% | +1.3% |
| YTD | +13.7% | +10.9% | +2.8% | +1.0% |
| 1Y | +17.8% | +12.1% | +5.7% | +3.5% |
| 3Y | +70.4% | +73.9% | -3.5% | -7.2% |
| 5Y | +52.4% | +58.0% | -5.6% | -7.5% |
| All | +233.9% | +226.2% | +7.7% | -3.2% |
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