+388.4%
BMI vs VT
+224.4%
+164.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.5% |
| 30D | +19.9% | -1.7% | +21.6% | +21.8% |
| 3M | +17.3% | -2.3% | +19.7% | +19.9% |
| 6M | +36.9% | +1.5% | +35.4% | +34.1% |
| YTD | -8.2% | +12.0% | -20.2% | -19.9% |
| 1Y | -13.5% | +12.9% | -26.3% | -25.1% |
| 3Y | +14.3% | +74.9% | -60.6% | -38.8% |
| 5Y | +50.5% | +59.9% | -9.4% | -10.9% |
| 10Y | +388.4% | +224.6% | +163.8% | +23.1% |
| All | +388.4% | +224.4% | +164.1% | +23.1% |
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 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