+708.7%
BME vs VT
+374.2%
+334.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +6.1% | +1.0% | +5.1% | +5.5% |
| 3M | +17.0% | +2.4% | +14.7% | +15.2% |
| 6M | +12.8% | +12.0% | +0.8% | +5.4% |
| YTD | +17.2% | +15.3% | +1.8% | +7.6% |
| 1Y | +34.3% | +22.6% | +11.7% | +19.0% |
| 3Y | +42.4% | +74.7% | -32.2% | +2.4% |
| 5Y | +31.2% | +66.1% | -35.0% | -3.9% |
| 10Y | +158.7% | +225.0% | -66.3% | +30.0% |
| All | +708.7% | +374.2% | +334.5% | +225.9% |
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