+32.4%
BSCR vs VT
+171.3%
-138.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | +0.9% | +4.7% | -3.8% | +0.5% |
| 6M | +1.6% | +11.4% | -9.8% | +0.6% |
| YTD | +2.2% | +13.1% | -10.9% | +1.0% |
| 1Y | +3.6% | +19.0% | -15.4% | +2.0% |
| 3Y | +17.7% | +73.9% | -56.2% | +11.5% |
| 5Y | +7.1% | +65.4% | -58.3% | +1.4% |
| All | +32.4% | +171.3% | -138.9% | +18.5% |
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 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