+27.7%
BFST vs VT
+53.4%
-25.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | +1.3% | -2.3% | +3.6% | +3.3% |
| 30D | +5.8% | -5.0% | +10.7% | +10.4% |
| 3M | +2.0% | -4.9% | +6.9% | +6.3% |
| 6M | +17.6% | -1.5% | +19.2% | +18.3% |
| YTD | +25.1% | +8.5% | +16.6% | +14.6% |
| 1Y | +33.7% | +11.4% | +22.3% | +19.4% |
| 3Y | +66.5% | +70.1% | -3.6% | +2.5% |
| All | +27.7% | +53.4% | -25.8% | -18.3% |
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