-99.9%
BIAF vs VT
+94.4%
-194.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +2.6% | -19.4% | -20.6% |
| 7D | -24.4% | +0.4% | -24.8% | -25.3% |
| 30D | -52.2% | -2.6% | -49.6% | -50.2% |
| 3M | -70.5% | -3.2% | -67.2% | -68.9% |
| 6M | -92.6% | +0.9% | -93.5% | -92.7% |
| YTD | -87.2% | +11.3% | -98.5% | -89.0% |
| 1Y | -92.7% | +14.0% | -106.7% | -93.8% |
| 3Y | -99.7% | +75.8% | -175.5% | -99.8% |
| All | -99.9% | +94.4% | -194.3% | -100.0% |
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 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