+731.4%
BME vs VT
+345.0%
+386.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -0.3% |
| 7D | -0.4% | -4.2% | +3.7% | +2.0% |
| 30D | +10.0% | -5.8% | +15.8% | +13.7% |
| 3M | +9.0% | -5.2% | +14.3% | +12.3% |
| 6M | +22.9% | +0.1% | +22.8% | +22.3% |
| YTD | +20.5% | +8.2% | +12.2% | +14.5% |
| 1Y | +30.5% | +10.1% | +20.3% | +22.8% |
| 3Y | +53.5% | +69.7% | -16.2% | +12.1% |
| 5Y | +36.9% | +53.4% | -16.5% | +4.9% |
| 10Y | +191.6% | +219.2% | -27.6% | +48.3% |
| All | +731.4% | +345.0% | +386.4% | +247.1% |
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 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