+46.0%
BFST vs VT
+152.3%
-106.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.4% |
| 7D | +4.2% | -0.3% | +4.5% | +4.5% |
| 30D | +6.8% | -1.4% | +8.3% | +8.4% |
| 3M | +3.3% | -1.4% | +4.7% | +4.6% |
| 6M | +23.3% | +5.5% | +17.8% | +15.0% |
| YTD | +28.1% | +12.8% | +15.3% | +10.3% |
| 1Y | +36.8% | +15.4% | +21.4% | +14.6% |
| 3Y | +69.2% | +76.9% | -7.6% | -12.9% |
| 5Y | +36.6% | +60.4% | -23.8% | -21.3% |
| All | +46.0% | +152.3% | -106.4% | -51.4% |
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 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