+407.9%
BSAC vs VT
+374.2%
+33.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +16.5% | +2.4% | +14.1% | +13.9% |
| 6M | +17.4% | +12.0% | +5.4% | +6.0% |
| YTD | +20.4% | +15.3% | +5.0% | +6.0% |
| 1Y | +49.7% | +22.6% | +27.1% | +24.5% |
| 3Y | +116.4% | +74.7% | +41.7% | +29.6% |
| 5Y | +129.6% | +66.1% | +63.5% | +42.5% |
| 10Y | +168.9% | +225.0% | -56.1% | -12.5% |
| All | +407.9% | +374.2% | +33.7% | +20.1% |
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