-99.0%
BFRI vs VT
+61.2%
-160.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +4.1% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | -8.5% | -2.6% | -5.9% | -5.0% |
| 3M | -30.1% | -3.2% | -26.9% | -27.1% |
| 6M | -22.8% | +0.9% | -23.8% | -22.7% |
| YTD | +55.7% | +11.3% | +44.4% | +39.9% |
| 1Y | -17.8% | +14.0% | -31.8% | -27.8% |
| 3Y | -77.3% | +75.8% | -153.1% | -87.8% |
| 5Y | -98.6% | +57.8% | -156.4% | -99.4% |
| All | -99.0% | +61.2% | -160.2% | -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