-0.3%
BPYPM vs VT
+65.6%
-66.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | +2.4% | -4.0% | -2.6% |
| 30D | -4.2% | -1.5% | -2.7% | -3.6% |
| 3M | -3.6% | -4.1% | +0.5% | -1.9% |
| 6M | -5.2% | +0.6% | -5.8% | -5.6% |
| YTD | +6.4% | +11.0% | -4.6% | +1.2% |
| 1Y | +7.8% | +13.3% | -5.6% | +1.5% |
| 3Y | +57.1% | +73.4% | -16.3% | +18.8% |
| 5Y | -0.8% | +57.4% | -58.2% | -25.1% |
| All | -0.3% | +65.6% | -66.0% | -25.5% |
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