+68.2%
BFST vs VT
+75.0%
-6.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | 0.0% | +1.0% | -1.0% | -0.9% |
| 3M | +12.6% | +2.4% | +10.3% | +9.7% |
| 6M | +16.7% | +12.0% | +4.7% | +3.5% |
| YTD | +23.7% | +15.3% | +8.4% | +6.0% |
| 1Y | +27.0% | +22.6% | +4.4% | +1.3% |
| All | +68.2% | +75.0% | -6.8% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling