+448.3%
BPOP vs VT
+223.7%
+224.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -2.2% |
| 7D | -0.7% | +0.4% | -1.1% | -1.4% |
| 30D | +1.0% | -2.6% | +3.5% | +3.8% |
| 3M | -8.8% | -3.2% | -5.6% | -5.7% |
| 6M | +7.0% | +0.9% | +6.1% | +4.9% |
| YTD | +28.8% | +11.3% | +17.5% | +12.3% |
| 1Y | +40.9% | +14.0% | +26.9% | +19.3% |
| 3Y | +153.6% | +75.8% | +77.8% | +28.3% |
| 5Y | +119.4% | +57.8% | +61.5% | +27.2% |
| 10Y | +448.3% | +219.8% | +228.5% | +36.8% |
| All | +448.3% | +223.7% | +224.6% | +36.8% |
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