+184.7%
BOE vs VT
+374.2%
-189.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | +1.9% | +1.0% | +0.9% | +1.1% |
| 3M | +6.2% | +2.4% | +3.8% | +4.0% |
| 6M | +10.8% | +12.0% | -1.2% | +0.8% |
| YTD | +12.5% | +15.3% | -2.8% | -0.1% |
| 1Y | +17.7% | +22.6% | -4.9% | -0.6% |
| 3Y | +59.4% | +74.7% | -15.2% | +0.4% |
| 5Y | +45.8% | +66.1% | -20.3% | -5.1% |
| 10Y | +138.6% | +225.0% | -86.4% | -11.9% |
| All | +184.7% | +374.2% | -189.5% | -21.1% |
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