+139.4%
BP vs VFC
-48.6%
+188.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | -6.4% | +25.5% | -31.9% | -10.4% |
| 3M | +8.0% | +41.3% | -33.3% | +0.9% |
| 6M | +6.0% | +22.2% | -16.2% | +0.5% |
| YTD | +36.5% | +16.4% | +20.1% | +29.2% |
| 1Y | +31.7% | +38.4% | -6.7% | +19.6% |
| 3Y | +48.6% | +56.2% | -7.6% | +14.5% |
| 5Y | +111.7% | -68.2% | +179.8% | +184.6% |
| All | +139.4% | -48.6% | +188.1% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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