-95.0%
BMEA vs VT
+57.0%
-152.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.7% |
| 7D | +2.6% | +2.4% | +0.3% | 0.0% |
| 30D | -30.2% | -1.5% | -28.7% | -28.7% |
| 3M | -54.5% | -4.1% | -50.4% | -51.6% |
| 6M | -60.7% | +0.6% | -61.2% | -60.5% |
| YTD | -53.1% | +11.0% | -64.1% | -58.5% |
| 1Y | -54.9% | +13.3% | -68.2% | -61.0% |
| 3Y | -93.0% | +73.4% | -166.4% | -95.9% |
| All | -95.0% | +57.0% | -152.0% | -96.3% |
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