-19.1%
BFS vs VT
+214.8%
-233.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +3.2% |
| 7D | -1.9% | -4.2% | +2.3% | +2.3% |
| 30D | -1.7% | -5.8% | +4.1% | +4.3% |
| 3M | -12.6% | -5.2% | -7.3% | -8.0% |
| 6M | -12.9% | +0.1% | -13.0% | -14.1% |
| YTD | -1.8% | +8.2% | -10.0% | -11.5% |
| 1Y | +4.0% | +10.1% | -6.1% | -8.3% |
| 3Y | -4.1% | +69.7% | -73.8% | -49.4% |
| 5Y | -22.9% | +53.4% | -76.3% | -54.2% |
| All | -19.1% | +214.8% | -233.9% | -75.3% |
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