-89.1%
BMEA vs VT
+76.6%
-165.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +17.3% | +0.4% | +16.9% | +16.7% |
| 30D | +61.1% | +1.0% | +60.1% | +59.1% |
| 3M | +48.2% | +2.4% | +45.8% | +43.8% |
| 6M | +46.0% | +12.0% | +34.0% | +27.0% |
| YTD | +63.7% | +15.3% | +48.4% | +37.6% |
| 1Y | +10.9% | +22.6% | -11.7% | -12.1% |
| 3Y | -88.1% | +74.7% | -162.8% | -93.0% |
| 5Y | -85.1% | +66.1% | -151.2% | -90.4% |
| All | -89.1% | +76.6% | -165.7% | -93.1% |
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