+42.0%
BFS vs VT
+356.1%
-314.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.4% | -1.6% | +0.2% | +0.1% |
| 30D | -3.0% | -2.5% | -0.5% | -0.7% |
| 3M | -14.8% | -1.3% | -13.5% | -13.9% |
| 6M | -13.6% | +3.1% | -16.7% | -17.0% |
| YTD | -2.2% | +10.9% | -13.2% | -13.3% |
| 1Y | +4.0% | +12.1% | -8.1% | -9.0% |
| 3Y | -4.6% | +73.9% | -78.5% | -47.6% |
| 5Y | -20.4% | +58.0% | -78.3% | -51.9% |
| 10Y | -17.2% | +225.5% | -242.7% | -74.9% |
| All | +42.0% | +356.1% | -314.1% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling