+1,335.7%
BP vs VFC
+845.1%
+490.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | 0.0% |
| 7D | +3.9% | -1.6% | +5.5% | +4.3% |
| 30D | +7.6% | -11.6% | +19.2% | +10.3% |
| 3M | +0.7% | -18.1% | +18.8% | +3.7% |
| 6M | +15.5% | -27.4% | +42.8% | +20.9% |
| YTD | +30.8% | -24.8% | +55.7% | +35.4% |
| 1Y | +34.3% | -8.2% | +42.5% | +31.3% |
| 3Y | +35.1% | -29.1% | +64.2% | +25.2% |
| 5Y | +126.8% | -79.2% | +206.0% | +184.1% |
| 10Y | +123.4% | -68.1% | +191.5% | +144.2% |
| All | +1,335.7% | +845.1% | +490.6% | +898.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling