+166.7%
BSAC vs VT
+224.5%
-57.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.1% |
| 30D | +1.2% | +1.0% | +0.2% | +0.3% |
| 3M | +16.5% | +2.4% | +14.1% | +14.0% |
| 6M | +17.4% | +12.0% | +5.4% | +6.7% |
| YTD | +20.4% | +15.3% | +5.0% | +6.9% |
| 1Y | +49.7% | +22.6% | +27.1% | +26.3% |
| 3Y | +116.4% | +74.7% | +41.7% | +35.3% |
| 5Y | +129.6% | +66.1% | +63.5% | +48.8% |
| All | +166.7% | +224.5% | -57.8% | -2.9% |
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 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