-76.9%
BOOM vs VT
+345.0%
-421.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.6% | -5.2% |
| 7D | -16.7% | -4.2% | -12.6% | -12.0% |
| 30D | +18.1% | -5.8% | +23.9% | +27.8% |
| 3M | -3.0% | -5.2% | +2.2% | +4.3% |
| 6M | -7.6% | +0.1% | -7.7% | -7.8% |
| YTD | +5.5% | +8.2% | -2.7% | -5.6% |
| 1Y | +13.0% | +10.1% | +2.8% | -1.1% |
| 3Y | -58.7% | +69.7% | -128.4% | -79.9% |
| 5Y | -83.7% | +53.4% | -137.1% | -90.6% |
| 10Y | -41.7% | +219.2% | -260.9% | -87.7% |
| All | -76.9% | +345.0% | -421.9% | -96.9% |
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