+86.7%
BOSC vs VT
+214.8%
-128.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.5% | -5.3% |
| 7D | -10.5% | -4.2% | -6.3% | -8.3% |
| 30D | -15.7% | -5.8% | -9.9% | -12.8% |
| 3M | -12.9% | -5.2% | -7.6% | -10.3% |
| 6M | -15.0% | +0.1% | -15.1% | -15.2% |
| YTD | -14.0% | +8.2% | -22.3% | -18.2% |
| 1Y | -40.4% | +10.1% | -50.5% | -43.8% |
| 3Y | +50.8% | +69.7% | -18.9% | +11.3% |
| 5Y | +12.3% | +53.4% | -41.1% | -12.3% |
| All | +86.7% | +214.8% | -128.1% | -20.6% |
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