+120.2%
BMAR vs VT
+139.5%
-19.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | 0.0% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | -1.6% | -2.6% | +1.0% | +0.1% |
| 3M | 0.0% | -3.2% | +3.2% | +2.1% |
| 6M | +3.6% | +0.9% | +2.6% | +2.7% |
| YTD | +11.0% | +11.3% | -0.3% | +2.9% |
| 1Y | +13.6% | +14.0% | -0.4% | +3.7% |
| 3Y | +60.1% | +75.8% | -15.7% | +9.0% |
| 5Y | +71.9% | +57.8% | +14.0% | +24.4% |
| All | +120.2% | +139.5% | -19.3% | +19.8% |
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