+139.3%
BIZD vs VT
+320.4%
-181.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | +0.4% | -0.7% | -0.6% |
| 30D | +4.8% | +1.0% | +3.8% | +4.0% |
| 3M | +7.0% | +2.4% | +4.6% | +4.9% |
| 6M | +8.0% | +12.0% | -4.0% | -1.2% |
| YTD | -0.4% | +15.3% | -15.8% | -11.0% |
| 1Y | -7.0% | +22.6% | -29.6% | -20.7% |
| 3Y | +17.5% | +74.7% | -57.1% | -24.1% |
| 5Y | +31.6% | +66.1% | -34.6% | -12.5% |
| 10Y | +104.1% | +225.0% | -120.9% | -18.1% |
| All | +139.3% | +320.4% | -181.1% | -21.9% |
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