-95.6%
BIOX vs VT
+157.5%
-253.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | -8.3% | +1.0% | -9.3% | -8.9% |
| 30D | +22.7% | -0.2% | +22.9% | +22.8% |
| 3M | -1.6% | +4.5% | -6.2% | -4.6% |
| 6M | -21.3% | +14.1% | -35.3% | -27.6% |
| YTD | -67.8% | +14.8% | -82.5% | -70.4% |
| 1Y | -84.2% | +21.2% | -105.4% | -85.9% |
| 3Y | -96.3% | +76.6% | -172.8% | -97.3% |
| 5Y | -96.9% | +66.6% | -163.5% | -97.8% |
| All | -95.6% | +157.5% | -253.1% | -97.3% |
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