+379.0%
BMA vs VT
+53.4%
+325.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | -4.0% | -2.3% | -1.7% | -1.1% |
| 30D | -12.4% | -5.0% | -7.4% | -6.5% |
| 3M | -33.0% | -4.9% | -28.1% | -28.6% |
| 6M | -23.5% | -1.5% | -21.9% | -21.8% |
| YTD | -33.4% | +8.5% | -41.9% | -39.4% |
| 1Y | -31.4% | +11.4% | -42.7% | -39.5% |
| 3Y | +243.3% | +70.1% | +173.2% | +92.2% |
| All | +379.0% | +53.4% | +325.6% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling