-99.9%
BQ vs VT
+125.7%
-225.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -7.0% | +0.4% | -7.4% | -7.5% |
| 30D | +8.1% | +1.0% | +7.2% | +7.1% |
| 3M | +23.6% | +2.4% | +21.2% | +20.1% |
| 6M | -24.0% | +12.0% | -36.0% | -33.7% |
| YTD | -56.2% | +15.3% | -71.5% | -63.0% |
| 1Y | -70.6% | +22.6% | -93.2% | -76.9% |
| 3Y | -97.5% | +74.7% | -172.2% | -98.8% |
| 5Y | -99.8% | +66.1% | -166.0% | -99.9% |
| All | -99.9% | +125.7% | -225.7% | -100.0% |
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