+9.0%
BMN vs VT
+101.0%
-92.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.3% | +2.9% | -3.2% | -0.6% |
| 30D | +5.1% | -2.5% | +7.6% | +5.3% |
| 3M | -6.6% | -3.3% | -3.3% | -6.4% |
| 6M | -6.7% | +1.5% | -8.2% | -6.8% |
| YTD | -7.6% | +11.4% | -19.0% | -8.3% |
| 1Y | -2.7% | +11.9% | -14.6% | -3.5% |
| 3Y | +11.0% | +73.9% | -62.9% | +5.2% |
| All | +9.0% | +101.0% | -92.0% | +2.1% |
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