-71.1%
BSEM vs VT
+216.3%
-287.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -9.1% |
| 7D | -19.4% | -4.2% | -15.2% | -19.0% |
| 30D | -57.9% | -5.8% | -52.1% | -57.6% |
| 3M | -68.8% | -5.2% | -63.6% | -68.6% |
| 6M | -76.2% | +0.1% | -76.3% | -76.2% |
| YTD | -72.7% | +8.2% | -80.9% | -72.8% |
| 1Y | -74.6% | +10.1% | -84.8% | -74.7% |
| 3Y | -67.1% | +69.7% | -136.8% | -66.9% |
| 5Y | -11.9% | +53.4% | -65.2% | -13.9% |
| 10Y | -89.4% | +219.2% | -308.6% | -87.1% |
| All | -71.1% | +216.3% | -287.4% | -73.1% |
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