+277.3%
BMRC vs VT
+346.0%
-68.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.1% | -2.3% | +3.4% | +2.6% |
| 30D | +6.7% | -5.0% | +11.7% | +10.2% |
| 3M | -0.2% | -4.9% | +4.7% | +3.0% |
| 6M | +11.4% | -1.5% | +12.9% | +12.1% |
| YTD | +13.3% | +8.5% | +4.8% | +6.9% |
| 1Y | +15.1% | +11.4% | +3.8% | +6.7% |
| 3Y | +73.8% | +70.1% | +3.7% | +23.6% |
| 5Y | -10.2% | +53.7% | -63.9% | -32.4% |
| 10Y | +56.4% | +220.0% | -163.5% | -20.2% |
| All | +277.3% | +346.0% | -68.7% | +55.9% |
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