+370.8%
BSAC vs VT
+363.9%
+7.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +2.2% |
| 7D | +4.5% | -0.3% | +4.8% | +4.9% |
| 30D | +1.1% | -1.4% | +2.6% | +2.5% |
| 3M | -4.8% | -1.4% | -3.4% | -3.5% |
| 6M | +8.0% | +5.5% | +2.6% | +2.8% |
| YTD | +11.6% | +12.8% | -1.2% | +0.3% |
| 1Y | +22.3% | +15.4% | +6.9% | +7.7% |
| 3Y | +106.7% | +76.9% | +29.8% | +22.4% |
| 5Y | +133.0% | +60.4% | +72.6% | +49.5% |
| 10Y | +139.5% | +232.8% | -93.3% | -23.8% |
| All | +370.8% | +363.9% | +7.0% | +13.7% |
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