+360.3%
BSAC vs VT
+345.0%
+15.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | +1.5% |
| 7D | +2.7% | -4.2% | +6.8% | +6.8% |
| 30D | +0.7% | -5.8% | +6.5% | +6.4% |
| 3M | -8.3% | -5.2% | -3.0% | -3.7% |
| 6M | +6.5% | +0.1% | +6.4% | +6.3% |
| YTD | +9.1% | +8.2% | +0.9% | +1.9% |
| 1Y | +18.0% | +10.1% | +7.9% | +8.4% |
| 3Y | +102.1% | +69.7% | +32.4% | +24.3% |
| 5Y | +126.8% | +53.4% | +73.5% | +51.6% |
| 10Y | +134.1% | +219.2% | -85.1% | -22.7% |
| All | +360.3% | +345.0% | +15.3% | +15.5% |
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 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