+159.1%
BOE vs VT
+345.0%
-185.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | +0.2% |
| 7D | -2.7% | -4.2% | +1.5% | +0.7% |
| 30D | -4.4% | -5.8% | +1.4% | +0.3% |
| 3M | -7.3% | -5.2% | -2.0% | -3.2% |
| 6M | -1.0% | +0.1% | -1.1% | -1.3% |
| YTD | +2.4% | +8.2% | -5.9% | -4.3% |
| 1Y | +5.0% | +10.1% | -5.1% | -3.2% |
| 3Y | +49.1% | +69.7% | -20.5% | -3.9% |
| 5Y | +34.7% | +53.4% | -18.6% | -6.4% |
| 10Y | +133.6% | +219.2% | -85.6% | -12.5% |
| All | +159.1% | +345.0% | -185.9% | -24.4% |
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