+495.3%
BMA vs VT
+345.0%
+150.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +1.5% |
| 7D | -5.4% | -4.2% | -1.2% | -0.8% |
| 30D | -15.4% | -5.8% | -9.6% | -9.6% |
| 3M | -35.3% | -5.2% | -30.0% | -31.3% |
| 6M | -15.1% | +0.1% | -15.2% | -14.8% |
| YTD | -33.2% | +8.2% | -41.4% | -38.1% |
| 1Y | -32.2% | +10.1% | -42.3% | -38.3% |
| 3Y | +232.2% | +69.7% | +162.5% | +92.8% |
| 5Y | +400.9% | +53.4% | +347.5% | +224.0% |
| 10Y | +18.3% | +219.2% | -200.9% | -61.0% |
| All | +495.3% | +345.0% | +150.3% | +72.7% |
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