-77.2%
BOOM vs VT
+374.2%
-451.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.1% |
| 30D | -4.3% | +1.0% | -5.2% | -5.3% |
| 3M | +3.3% | +2.4% | +0.9% | +0.2% |
| 6M | +22.5% | +12.0% | +10.5% | +4.9% |
| YTD | +4.2% | +15.3% | -11.2% | -14.3% |
| 1Y | +0.6% | +22.6% | -22.0% | -23.5% |
| 3Y | -72.5% | +74.7% | -147.1% | -87.1% |
| 5Y | -82.6% | +66.1% | -148.7% | -90.9% |
| 10Y | -33.5% | +225.0% | -258.5% | -86.1% |
| All | -77.2% | +374.2% | -451.4% | -97.2% |
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 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