+214.0%
BPOP vs VT
+374.2%
-160.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | -3.5% | +1.0% | -4.5% | -4.7% |
| 3M | +12.1% | +2.4% | +9.8% | +8.3% |
| 6M | +27.4% | +12.0% | +15.4% | +9.8% |
| YTD | +39.1% | +15.3% | +23.7% | +15.5% |
| 1Y | +38.0% | +22.6% | +15.4% | +6.3% |
| 3Y | +166.0% | +74.7% | +91.4% | +32.0% |
| 5Y | +164.4% | +66.1% | +98.3% | +39.4% |
| 10Y | +466.1% | +225.0% | +241.1% | +30.6% |
| All | +214.0% | +374.2% | -160.2% | -39.9% |
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