+154.4%
BME vs VT
+222.7%
-68.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +2.3% | +2.9% | -0.6% | +0.4% |
| 30D | +9.3% | -2.5% | +11.8% | +11.1% |
| 3M | +8.5% | -3.3% | +11.8% | +10.8% |
| 6M | +25.4% | +1.5% | +23.9% | +23.6% |
| YTD | +23.3% | +11.4% | +11.9% | +13.8% |
| 1Y | +27.1% | +11.9% | +15.2% | +17.0% |
| 3Y | +60.1% | +73.9% | -13.8% | +7.5% |
| 5Y | +38.8% | +57.9% | -19.1% | -0.9% |
| All | +154.4% | +222.7% | -68.2% | +13.5% |
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