+36.4%
BP vs VFC
-25.9%
+62.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.9% |
| 30D | +9.1% | -11.9% | +21.1% | +9.7% |
| 3M | +3.9% | -20.2% | +24.1% | +4.6% |
| 6M | +13.6% | -23.0% | +36.6% | +14.3% |
| YTD | +34.0% | -26.2% | +60.2% | +35.1% |
| 1Y | +39.2% | -13.3% | +52.5% | +38.0% |
| 3Y | +36.4% | -25.5% | +61.9% | +30.9% |
| All | +36.4% | -25.9% | +62.3% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling