+590.8%
BMI vs VT
+374.2%
+216.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -2.3% | +0.4% | -2.7% | -2.8% |
| 30D | -4.7% | +1.0% | -5.7% | -5.6% |
| 3M | +3.9% | +2.4% | +1.5% | +1.2% |
| 6M | -10.6% | +12.0% | -22.6% | -21.7% |
| YTD | -23.3% | +15.3% | -38.7% | -35.1% |
| 1Y | -26.9% | +22.6% | -49.4% | -42.1% |
| 3Y | -19.0% | +74.7% | -93.6% | -56.6% |
| 5Y | +30.6% | +66.1% | -35.5% | -26.2% |
| 10Y | +338.0% | +225.0% | +113.0% | +17.6% |
| All | +590.8% | +374.2% | +216.6% | +17.8% |
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