+361.6%
BIO vs VT
+346.0%
+15.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.2% |
| 7D | +2.5% | -2.3% | +4.8% | +4.4% |
| 30D | +3.7% | -5.0% | +8.7% | +7.9% |
| 3M | +11.4% | -4.9% | +16.3% | +15.9% |
| 6M | +47.3% | -1.5% | +48.9% | +48.9% |
| YTD | +25.9% | +8.5% | +17.5% | +17.7% |
| 1Y | +24.5% | +11.4% | +13.1% | +14.0% |
| 3Y | +32.1% | +70.1% | -38.0% | -12.3% |
| 5Y | -47.4% | +53.7% | -101.1% | -62.1% |
| 10Y | +131.6% | +220.0% | -88.3% | -2.2% |
| All | +361.6% | +346.0% | +15.6% | +56.4% |
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