+60.2%
BMEZ vs VT
+112.2%
-52.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -1.0% | -2.3% | +1.3% | +0.7% |
| 30D | +5.9% | -5.0% | +10.8% | +10.0% |
| 3M | +12.9% | -4.9% | +17.8% | +17.2% |
| 6M | +27.7% | -1.5% | +29.2% | +28.8% |
| YTD | +24.2% | +8.5% | +15.7% | +16.2% |
| 1Y | +30.0% | +11.4% | +18.6% | +19.2% |
| 3Y | +74.3% | +70.1% | +4.3% | +14.6% |
| 5Y | +6.1% | +53.7% | -47.6% | -25.0% |
| All | +60.2% | +112.2% | -52.0% | -16.9% |
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