-18.9%
BFS vs VT
+60.6%
-79.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +0.5% | -1.4% | +1.9% | +1.5% |
| 3M | -13.0% | -1.4% | -11.6% | -12.2% |
| 6M | -11.6% | +5.5% | -17.1% | -15.7% |
| YTD | -0.8% | +12.8% | -13.6% | -10.6% |
| 1Y | +5.3% | +15.4% | -10.1% | -7.0% |
| 3Y | -3.2% | +76.9% | -80.1% | -42.4% |
| 5Y | -18.9% | +60.4% | -79.3% | -47.3% |
| All | -18.9% | +60.6% | -79.5% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling