+118.6%
BOCT vs VT
+133.6%
-15.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -0.4% |
| 7D | -3.2% | -4.2% | +0.9% | -0.4% |
| 30D | -4.0% | -5.8% | +1.8% | -0.1% |
| 3M | -1.1% | -5.2% | +4.2% | +2.6% |
| 6M | +3.8% | +0.1% | +3.6% | +3.4% |
| YTD | +8.5% | +8.2% | +0.3% | +2.4% |
| 1Y | +9.8% | +10.1% | -0.3% | +2.3% |
| 3Y | +48.9% | +69.7% | -20.8% | +2.1% |
| 5Y | +56.5% | +53.4% | +3.1% | +14.3% |
| All | +118.6% | +133.6% | -15.0% | +13.3% |
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