-98.9%
BFRI vs VT
+60.5%
-159.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +5.1% |
| 7D | +4.3% | -0.1% | +4.4% | +4.9% |
| 30D | -4.3% | -3.1% | -1.3% | -0.2% |
| 3M | -23.3% | -3.5% | -19.8% | -19.7% |
| 6M | -19.3% | +0.5% | -19.8% | -18.8% |
| YTD | +62.8% | +10.8% | +52.0% | +47.1% |
| 1Y | -10.8% | +11.9% | -22.7% | -20.0% |
| 3Y | -75.6% | +73.0% | -148.6% | -86.6% |
| 5Y | -98.5% | +58.6% | -157.1% | -99.2% |
| All | -98.9% | +60.5% | -159.4% | -99.4% |
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