+32.6%
BFST vs VT
+59.7%
-27.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.7% |
| 7D | +4.2% | -0.3% | +4.5% | +4.5% |
| 30D | +6.8% | -1.4% | +8.3% | +8.1% |
| 3M | +3.3% | -1.4% | +4.7% | +4.4% |
| 6M | +23.3% | +5.5% | +17.8% | +16.6% |
| YTD | +28.1% | +12.8% | +15.3% | +13.5% |
| 1Y | +36.8% | +15.4% | +21.4% | +18.6% |
| 3Y | +69.2% | +76.9% | -7.6% | +0.8% |
| All | +32.6% | +59.7% | -27.1% | -17.2% |
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