+34.1%
BSCQ vs VT
+204.9%
-170.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | +0.3% | -5.0% | +5.3% | +0.6% |
| 3M | +1.0% | -4.9% | +5.9% | +1.3% |
| 6M | +1.9% | -1.5% | +3.5% | +2.0% |
| YTD | +3.2% | +8.5% | -5.3% | +2.6% |
| 1Y | +3.9% | +11.4% | -7.5% | +3.1% |
| 3Y | +17.0% | +70.1% | -53.0% | +12.7% |
| 5Y | +9.3% | +53.7% | -44.4% | +5.5% |
| 10Y | +35.2% | +220.0% | -184.8% | +24.8% |
| All | +34.1% | +204.9% | -170.8% | +23.8% |
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