+128.2%
BIO vs VT
+217.6%
-89.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | +5.5% | -3.1% | +8.6% | +8.6% |
| 3M | +9.0% | -3.5% | +12.5% | +12.6% |
| 6M | +52.0% | +0.5% | +51.5% | +51.0% |
| YTD | +27.6% | +10.8% | +16.8% | +15.4% |
| 1Y | +25.7% | +11.9% | +13.8% | +12.7% |
| 3Y | +27.1% | +73.0% | -45.9% | -23.2% |
| 5Y | -47.3% | +58.6% | -106.0% | -65.7% |
| 10Y | +128.2% | +219.2% | -91.0% | -15.3% |
| All | +128.2% | +217.6% | -89.4% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling