-89.6%
BMEA vs VT
+75.7%
-165.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.3% |
| 7D | +7.2% | +1.0% | +6.2% | +6.0% |
| 30D | +53.2% | -0.2% | +53.4% | +53.5% |
| 3M | +67.8% | +4.5% | +63.3% | +58.6% |
| 6M | +38.8% | +14.1% | +24.8% | +18.1% |
| YTD | +55.6% | +14.8% | +40.9% | +31.7% |
| 1Y | +6.6% | +21.2% | -14.6% | -14.4% |
| 3Y | -88.2% | +76.6% | -164.8% | -93.1% |
| 5Y | -84.9% | +66.6% | -151.5% | -90.2% |
| All | -89.6% | +75.7% | -165.3% | -93.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling