+160.2%
BME vs VT
+224.4%
-64.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | +0.5% | -0.7% | +1.2% | +1.0% |
| 30D | +9.0% | -1.7% | +10.7% | +10.2% |
| 3M | +9.6% | -2.3% | +11.9% | +11.2% |
| 6M | +28.6% | +1.5% | +27.1% | +26.8% |
| YTD | +24.4% | +12.0% | +12.3% | +14.4% |
| 1Y | +29.9% | +12.9% | +17.0% | +18.9% |
| 3Y | +61.6% | +74.9% | -13.4% | +8.0% |
| 5Y | +40.3% | +59.9% | -19.6% | -0.8% |
| 10Y | +160.2% | +224.6% | -64.4% | +17.1% |
| All | +160.2% | +224.4% | -64.2% | +17.1% |
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