+130.2%
BP vs VT
+215.5%
-85.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -11.6% | -2.3% | -9.3% | -9.9% |
| 30D | 0.0% | -5.0% | +5.0% | +4.5% |
| 3M | +6.7% | -4.9% | +11.6% | +11.0% |
| 6M | +2.2% | -1.5% | +3.7% | +2.0% |
| YTD | +33.0% | +8.5% | +24.5% | +19.4% |
| 1Y | +30.7% | +11.4% | +19.3% | +14.1% |
| 3Y | +44.2% | +70.1% | -25.9% | -20.3% |
| 5Y | +105.1% | +53.7% | +51.4% | +25.7% |
| All | +130.2% | +215.5% | -85.3% | -33.5% |
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