+287.7%
BMO vs VT
+221.4%
+66.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +4.0% | +1.0% | +3.0% | +3.0% |
| 30D | -3.6% | -0.2% | -3.3% | -3.3% |
| 3M | +7.1% | +4.5% | +2.6% | +2.2% |
| 6M | +25.0% | +14.1% | +11.0% | +9.2% |
| YTD | +36.9% | +14.8% | +22.2% | +18.9% |
| 1Y | +40.0% | +21.2% | +18.8% | +14.9% |
| 3Y | +133.7% | +76.6% | +57.1% | +29.0% |
| 5Y | +110.0% | +66.6% | +43.4% | +22.8% |
| 10Y | +287.7% | +222.3% | +65.4% | +15.6% |
| All | +287.7% | +221.4% | +66.3% | +15.6% |
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