-6.6%
BSEM vs VT
+53.4%
-60.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.4% | +8.5% |
| 7D | +0.9% | -2.3% | +3.2% | +2.3% |
| 30D | -52.7% | -5.0% | -47.8% | -51.4% |
| 3M | -71.9% | -4.9% | -67.0% | -71.1% |
| 6M | -72.8% | -1.5% | -71.2% | -72.5% |
| YTD | -70.3% | +8.5% | -78.8% | -71.2% |
| 1Y | -70.8% | +11.4% | -82.2% | -71.9% |
| 3Y | -63.4% | +70.1% | -133.5% | -68.5% |
| All | -6.6% | +53.4% | -60.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling