+1,361.3%
BP vs VFC
+1,377.5%
-16.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -6.9% | +7.7% | -14.6% | -8.4% |
| 30D | -3.6% | +39.2% | -42.8% | -10.4% |
| 3M | +8.4% | +40.3% | -31.8% | +0.3% |
| 6M | +5.3% | +11.4% | -6.0% | +1.0% |
| YTD | +33.2% | +17.5% | +15.6% | +24.7% |
| 1Y | +28.2% | +45.9% | -17.7% | +13.7% |
| 3Y | +49.2% | +47.3% | +1.9% | +17.6% |
| 5Y | +102.9% | -67.2% | +170.1% | +130.2% |
| 10Y | +127.7% | -46.1% | +173.8% | +121.3% |
| All | +1,361.3% | +1,377.5% | -16.2% | +820.0% |
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