+17.8%
BSCT vs VT
+135.8%
-118.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.6% | +2.9% | -3.5% | -1.0% |
| 30D | +0.3% | -2.5% | +2.8% | +0.6% |
| 3M | -0.5% | -3.3% | +2.9% | -0.1% |
| 6M | +0.2% | +1.5% | -1.3% | 0.0% |
| YTD | +0.6% | +11.4% | -10.7% | -0.8% |
| 1Y | +1.3% | +11.9% | -10.6% | -0.2% |
| 3Y | +18.9% | +73.9% | -55.0% | +10.2% |
| 5Y | +5.9% | +57.9% | -52.0% | -1.2% |
| All | +17.8% | +135.8% | -118.0% | +3.2% |
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