-62.1%
BOF vs VT
+64.7%
-126.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.5% |
| 7D | -2.3% | -2.3% | 0.0% | -0.7% |
| 30D | -54.2% | -5.0% | -49.3% | -52.3% |
| 3M | -59.2% | -4.9% | -54.3% | -57.6% |
| 6M | -53.3% | -1.5% | -51.8% | -53.1% |
| YTD | -47.2% | +8.5% | -55.7% | -50.9% |
| 1Y | -42.9% | +11.4% | -54.2% | -47.9% |
| 3Y | -2.3% | +70.1% | -72.4% | -38.2% |
| All | -62.1% | +64.7% | -126.8% | -74.8% |
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