-61.2%
BOF vs VT
+64.3%
-125.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.8% | +5.2% |
| 7D | -1.1% | -4.2% | +3.0% | +2.2% |
| 30D | -51.8% | -5.8% | -46.0% | -49.4% |
| 3M | -58.9% | -5.2% | -53.7% | -57.2% |
| 6M | -49.7% | +0.1% | -49.8% | -50.3% |
| YTD | -45.9% | +8.2% | -54.1% | -49.7% |
| 1Y | -46.2% | +10.1% | -56.4% | -50.6% |
| 3Y | +6.2% | +69.7% | -63.5% | -32.7% |
| All | -61.2% | +64.3% | -125.5% | -74.2% |
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