+784.2%
BOOT vs VT
+249.0%
+535.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -0.4% | +0.4% | -0.8% | -1.1% |
| 30D | -4.2% | +1.0% | -5.2% | -5.6% |
| 3M | -8.8% | +2.4% | -11.2% | -12.4% |
| 6M | -16.3% | +12.0% | -28.3% | -30.0% |
| YTD | -12.6% | +15.3% | -27.9% | -30.3% |
| 1Y | -19.2% | +22.6% | -41.8% | -41.3% |
| 3Y | +66.7% | +74.7% | -7.9% | -28.4% |
| 5Y | +80.4% | +66.1% | +14.2% | -13.0% |
| 10Y | +1,135.3% | +225.0% | +910.3% | +166.8% |
| All | +784.2% | +249.0% | +535.2% | +86.7% |
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