-73.6%
BMR vs VT
+84.5%
-158.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -8.2% |
| 7D | -10.7% | -0.1% | -10.5% | -10.8% |
| 30D | -45.5% | -3.1% | -42.4% | -42.5% |
| 3M | -27.5% | -3.5% | -24.0% | -22.8% |
| 6M | -50.5% | +0.5% | -51.0% | -50.4% |
| YTD | -38.5% | +10.8% | -49.3% | -46.9% |
| 1Y | -55.1% | +11.9% | -67.0% | -61.6% |
| 3Y | -19.6% | +73.0% | -92.6% | -52.9% |
| All | -73.6% | +84.5% | -158.0% | -84.0% |
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