+13.5%
BFOR vs VT
+10.7%
+2.8%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.4% | -1.0% |
| 7D | -4.8% | -4.2% | -0.7% | -1.3% |
| 30D | -4.0% | -5.8% | +1.8% | +1.1% |
| 3M | -6.9% | -5.2% | -1.6% | -2.5% |
| 6M | +0.7% | +0.1% | +0.6% | +0.2% |
| YTD | +9.8% | +8.2% | +1.5% | +1.1% |
| 1Y | +13.5% | +10.1% | +3.4% | +2.5% |
| All | +13.5% | +10.7% | +2.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling