-13.5%
BIPH vs VT
+74.9%
-88.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.3% | +1.0% | -2.3% | -1.8% |
| 30D | -3.0% | -0.2% | -2.8% | -2.9% |
| 3M | -3.5% | +4.5% | -8.1% | -5.5% |
| 6M | -3.8% | +14.1% | -17.8% | -9.7% |
| YTD | -1.3% | +14.8% | -16.1% | -7.9% |
| 1Y | -5.7% | +21.2% | -26.9% | -14.4% |
| 3Y | +15.2% | +76.6% | -61.3% | -16.3% |
| 5Y | -15.7% | +66.6% | -82.3% | -40.1% |
| All | -13.5% | +74.9% | -88.4% | -39.1% |
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