+88.8%
BIV vs VT
+357.6%
-268.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.4% | +0.4% | +0.1% | +0.4% |
| 30D | +2.5% | -2.6% | +5.1% | +2.4% |
| 3M | -0.5% | -3.2% | +2.7% | -0.6% |
| 6M | -1.2% | +0.9% | -2.1% | -1.1% |
| YTD | -0.9% | +11.3% | -12.2% | -0.7% |
| 1Y | -0.4% | +14.0% | -14.4% | -0.2% |
| 3Y | +16.5% | +75.8% | -59.4% | +18.0% |
| 5Y | 0.0% | +57.8% | -57.9% | +0.9% |
| 10Y | +20.0% | +219.8% | -199.8% | +25.4% |
| All | +88.8% | +357.6% | -268.8% | +95.8% |
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