+34.2%
BSCS vs VT
+151.9%
-117.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.1% | +1.0% | -0.9% | 0.0% |
| 3M | +0.6% | +2.4% | -1.8% | +0.4% |
| 6M | +0.9% | +12.0% | -11.1% | -0.3% |
| YTD | +1.5% | +15.3% | -13.9% | -0.1% |
| 1Y | +3.0% | +22.6% | -19.6% | +0.7% |
| 3Y | +18.1% | +74.7% | -56.6% | +10.7% |
| 5Y | +6.2% | +66.1% | -60.0% | -0.5% |
| All | +34.2% | +151.9% | -117.7% | +19.9% |
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