+72.4%
BP vs VT
+374.2%
-301.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | +0.4% | +3.5% | +3.4% |
| 30D | +7.6% | +1.0% | +6.6% | +6.4% |
| 3M | +0.7% | +2.4% | -1.7% | -2.3% |
| 6M | +15.5% | +12.0% | +3.5% | +1.4% |
| YTD | +30.8% | +15.3% | +15.5% | +11.5% |
| 1Y | +34.3% | +22.6% | +11.7% | +7.4% |
| 3Y | +35.1% | +74.7% | -39.6% | -25.1% |
| 5Y | +126.8% | +66.1% | +60.7% | +30.7% |
| 10Y | +123.4% | +225.0% | -101.6% | -32.6% |
| All | +72.4% | +374.2% | -301.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling