+123.4%
BSEP vs VT
+147.7%
-24.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.3% |
| 30D | -1.5% | -1.7% | +0.3% | -0.3% |
| 3M | +0.3% | -2.3% | +2.6% | +1.8% |
| 6M | +4.1% | +1.5% | +2.5% | +2.7% |
| YTD | +9.6% | +12.0% | -2.4% | +1.0% |
| 1Y | +10.6% | +12.9% | -2.3% | +1.4% |
| 3Y | +56.8% | +74.9% | -18.2% | +6.1% |
| 5Y | +64.3% | +59.9% | +4.4% | +17.2% |
| All | +123.4% | +147.7% | -24.3% | +15.3% |
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