-39.0%
BOOM vs VT
+217.6%
-256.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.7% |
| 7D | -12.3% | -0.1% | -12.2% | -11.8% |
| 30D | +37.3% | -3.1% | +40.3% | +43.0% |
| 3M | +4.2% | -3.5% | +7.7% | +9.2% |
| 6M | +4.4% | +0.5% | +4.0% | +4.4% |
| YTD | +16.1% | +10.8% | +5.4% | +2.6% |
| 1Y | +26.5% | +11.9% | +14.7% | +10.6% |
| 3Y | -51.6% | +73.0% | -124.6% | -75.1% |
| 5Y | -82.2% | +58.6% | -140.8% | -89.7% |
| 10Y | -39.0% | +219.2% | -258.2% | -83.1% |
| All | -39.0% | +217.6% | -256.7% | -83.1% |
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 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