+238.5%
BOAT vs VT
+59.9%
+178.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -2.1% |
| 7D | -9.4% | -4.2% | -5.2% | -6.1% |
| 30D | -7.9% | -5.8% | -2.1% | -3.2% |
| 3M | +12.3% | -5.2% | +17.6% | +17.4% |
| 6M | +16.0% | +0.1% | +15.9% | +15.3% |
| YTD | +59.6% | +8.2% | +51.4% | +48.2% |
| 1Y | +63.1% | +10.1% | +52.9% | +49.0% |
| 3Y | +124.1% | +69.7% | +54.4% | +38.6% |
| 5Y | +206.2% | +53.4% | +152.8% | +116.2% |
| All | +238.5% | +59.9% | +178.6% | +122.2% |
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