+79.5%
BP vs VT
+363.9%
-284.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -5.8% |
| 7D | -8.4% | -0.3% | -8.1% | -8.2% |
| 30D | +2.2% | -1.4% | +3.7% | +3.4% |
| 3M | +8.8% | -1.4% | +10.2% | +9.6% |
| 6M | -0.5% | +5.5% | -6.0% | -7.0% |
| YTD | +36.2% | +12.8% | +23.4% | +18.0% |
| 1Y | +36.6% | +15.4% | +21.1% | +15.5% |
| 3Y | +48.1% | +76.9% | -28.8% | -19.2% |
| 5Y | +114.3% | +60.4% | +53.9% | +27.3% |
| 10Y | +139.2% | +232.8% | -93.6% | -29.9% |
| All | +79.5% | +363.9% | -284.4% | -65.2% |
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