+49.3%
BMA vs VT
+224.5%
-175.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | +3.3% | +0.4% | +2.9% | +2.6% |
| 30D | -12.3% | +1.0% | -13.3% | -13.5% |
| 3M | -9.2% | +2.4% | -11.5% | -11.9% |
| 6M | +9.0% | +12.0% | -3.0% | -6.2% |
| YTD | -9.4% | +15.3% | -24.8% | -24.8% |
| 1Y | +40.2% | +22.6% | +17.6% | +7.3% |
| 3Y | +259.7% | +74.7% | +185.0% | +74.8% |
| 5Y | +516.0% | +66.1% | +449.9% | +221.3% |
| All | +49.3% | +224.5% | -175.1% | -65.5% |
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