+18.3%
BSCT vs VT
+144.2%
-126.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.2% |
| 3M | +0.4% | +2.4% | -2.0% | +0.1% |
| 6M | +0.2% | +12.0% | -11.8% | -1.2% |
| YTD | +1.0% | +15.3% | -14.3% | -0.9% |
| 1Y | +2.4% | +22.6% | -20.2% | -0.3% |
| 3Y | +18.3% | +74.7% | -56.3% | +9.7% |
| 5Y | +4.8% | +66.1% | -61.4% | -2.9% |
| All | +18.3% | +144.2% | -126.0% | +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 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