+39.5%
BME vs VT
+57.0%
-17.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.1% | +2.4% | -0.3% | +0.9% |
| 30D | +8.6% | -1.5% | +10.1% | +9.5% |
| 3M | +9.3% | -4.1% | +13.5% | +11.6% |
| 6M | +25.6% | +0.6% | +25.0% | +24.8% |
| YTD | +23.9% | +11.0% | +12.8% | +16.5% |
| 1Y | +27.9% | +13.3% | +14.6% | +19.0% |
| 3Y | +58.7% | +73.4% | -14.7% | +16.8% |
| All | +39.5% | +57.0% | -17.5% | +4.7% |
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 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