+3.1%
BSEM vs VT
+237.1%
-234.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +5.1% | +0.4% | +4.7% | +5.1% |
| 30D | +11.3% | +1.0% | +10.3% | +11.2% |
| 3M | -8.1% | +2.4% | -10.5% | -8.3% |
| 6M | -35.8% | +12.0% | -47.8% | -36.4% |
| YTD | -2.6% | +15.3% | -18.0% | -3.6% |
| 1Y | -44.8% | +22.6% | -67.3% | -45.4% |
| 3Y | +108.4% | +74.7% | +33.8% | +107.7% |
| 5Y | +196.8% | +66.1% | +130.7% | +187.8% |
| 10Y | -71.5% | +225.0% | -296.5% | -66.2% |
| All | +3.1% | +237.1% | -234.0% | -4.6% |
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