-38.1%
BOC vs VT
+170.7%
-208.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.9% |
| 7D | +5.2% | -2.3% | +7.5% | +7.3% |
| 30D | +4.9% | -5.0% | +9.8% | +9.5% |
| 3M | -4.8% | -4.9% | +0.1% | -0.8% |
| 6M | +19.4% | -1.5% | +20.9% | +20.2% |
| YTD | +10.0% | +8.5% | +1.5% | +0.5% |
| 1Y | +8.4% | +11.4% | -2.9% | -3.6% |
| 3Y | -6.7% | +70.1% | -76.8% | -45.7% |
| 5Y | -62.0% | +53.7% | -115.8% | -75.5% |
| All | -38.1% | +170.7% | -208.8% | -69.6% |
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