+800.1%
BMO vs VT
+346.0%
+454.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | 0.0% | -2.3% | +2.3% | +2.2% |
| 30D | +6.5% | -5.0% | +11.5% | +11.7% |
| 3M | -4.7% | -4.9% | +0.2% | -0.2% |
| 6M | +11.9% | -1.5% | +13.5% | +13.3% |
| YTD | +34.8% | +8.5% | +26.3% | +24.8% |
| 1Y | +42.3% | +11.4% | +30.9% | +28.6% |
| 3Y | +139.5% | +70.1% | +69.5% | +44.7% |
| 5Y | +87.7% | +53.7% | +34.0% | +24.4% |
| 10Y | +302.8% | +220.0% | +82.9% | +39.0% |
| All | +800.1% | +346.0% | +454.1% | +140.4% |
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