-97.0%
BMEA vs VT
+66.1%
-163.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.7% |
| 7D | -11.4% | -2.3% | -9.1% | -9.0% |
| 30D | -57.0% | -5.0% | -52.1% | -54.0% |
| 3M | -54.6% | -4.9% | -49.8% | -51.5% |
| 6M | -64.6% | -1.5% | -63.0% | -63.7% |
| YTD | -54.3% | +8.5% | -62.8% | -58.3% |
| 1Y | -56.4% | +11.4% | -67.8% | -61.3% |
| 3Y | -93.9% | +70.1% | -163.9% | -96.2% |
| 5Y | -94.8% | +53.7% | -148.6% | -96.4% |
| All | -97.0% | +66.1% | -163.1% | -97.9% |
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 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