-59.9%
BSEM vs VT
+74.1%
-134.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -3.2% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -54.7% | -2.6% | -52.1% | -53.4% |
| 3M | -72.6% | -3.2% | -69.4% | -71.8% |
| 6M | -75.1% | +0.9% | -76.1% | -75.3% |
| YTD | -70.6% | +11.3% | -81.9% | -73.1% |
| 1Y | -69.9% | +14.0% | -83.9% | -72.8% |
| 3Y | -59.9% | +75.8% | -135.7% | -75.7% |
| All | -59.9% | +74.1% | -134.0% | -75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling