-3.6%
BPYPN vs VT
+113.9%
-117.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -2.3% | +2.4% | -4.7% | -4.4% |
| 30D | -1.3% | -1.5% | +0.2% | -0.2% |
| 3M | -1.9% | -4.1% | +2.2% | +1.6% |
| 6M | +0.4% | +0.6% | -0.1% | -1.1% |
| YTD | +8.2% | +11.0% | -2.8% | -3.8% |
| 1Y | +6.1% | +13.3% | -7.3% | -7.7% |
| 3Y | +54.6% | +73.4% | -18.8% | -16.8% |
| 5Y | -10.0% | +57.4% | -67.5% | -46.1% |
| All | -3.6% | +113.9% | -117.5% | -71.9% |
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