+129.6%
BOE vs VT
+215.5%
-85.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -1.1% | -2.3% | +1.2% | +0.7% |
| 30D | -3.3% | -5.0% | +1.6% | +0.6% |
| 3M | -6.8% | -4.9% | -1.9% | -3.1% |
| 6M | -1.9% | -1.5% | -0.3% | -0.9% |
| YTD | +2.7% | +8.5% | -5.8% | -4.1% |
| 1Y | +6.0% | +11.4% | -5.3% | -3.0% |
| 3Y | +51.4% | +70.1% | -18.6% | -1.8% |
| 5Y | +35.1% | +53.7% | -18.6% | -5.5% |
| All | +129.6% | +215.5% | -85.9% | -11.7% |
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