+15.4%
BMA vs VT
+215.5%
-200.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | -4.0% | -2.3% | -1.7% | -0.9% |
| 30D | -12.4% | -5.0% | -7.4% | -6.1% |
| 3M | -33.0% | -4.9% | -28.1% | -28.4% |
| 6M | -23.5% | -1.5% | -21.9% | -21.7% |
| YTD | -33.4% | +8.5% | -41.9% | -39.9% |
| 1Y | -31.4% | +11.4% | -42.7% | -40.1% |
| 3Y | +243.3% | +70.1% | +173.2% | +73.0% |
| 5Y | +398.9% | +53.7% | +345.2% | +188.7% |
| All | +15.4% | +215.5% | -200.1% | -74.1% |
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