-89.6%
BSEM vs VT
+217.6%
-307.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.7% | -7.1% |
| 7D | -9.6% | -0.1% | -9.4% | -9.5% |
| 30D | -57.9% | -3.1% | -54.8% | -57.6% |
| 3M | -72.5% | -3.5% | -69.0% | -72.3% |
| 6M | -76.9% | +0.5% | -77.4% | -76.9% |
| YTD | -72.7% | +10.8% | -83.5% | -73.0% |
| 1Y | -77.4% | +11.9% | -89.3% | -77.7% |
| 3Y | -63.5% | +73.0% | -136.5% | -64.6% |
| 5Y | -13.3% | +58.6% | -71.9% | -18.0% |
| 10Y | -89.6% | +219.2% | -308.8% | -91.5% |
| All | -89.6% | +217.6% | -307.2% | -91.5% |
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