+20.0%
BIV vs VT
+215.5%
-195.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | -2.3% | +2.8% | +0.5% |
| 30D | +2.7% | -5.0% | +7.6% | +2.8% |
| 3M | -0.3% | -4.9% | +4.6% | -0.2% |
| 6M | -1.2% | -1.5% | +0.4% | -1.1% |
| YTD | -0.9% | +8.5% | -9.4% | -1.1% |
| 1Y | -0.4% | +11.4% | -11.8% | -0.8% |
| 3Y | +16.5% | +70.1% | -53.6% | +14.7% |
| 5Y | -0.1% | +53.7% | -53.8% | -2.1% |
| All | +20.0% | +215.5% | -195.5% | +17.1% |
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